Backtesting an EFS that checks TICK & TRINs

[SherifT]

Hello,

I created an EFS to determine trends relying on a few indicators in addition to TICK and TRIN values. The EFS works without any errors in realtime, but when I try to back test it, it simply returns null for both TICK and TRIN.

The following is the function I call to retrieve TICK close for the last bar

var nTick = close( -1, sym("$TICK,15"));
var nTrin = close( -1, sym("$TRIN,15"));

Would anyone shed somelight on whether backtesting supports the fuction call above? and if so, any idea where the problem may be.

Your help is very much appreciated.
Sherif

[topsy]

TICK & TRIN

Hi Sherif,
I am using the Esignal on m y trading.I've been looking for something similar to the EFS that you have formulated.

Your EFS sound very interesting.Is there a way in which you could help me to install it on my system too?

Thanks a lot

Iris [email protected]

[maxmax68]

Hi,
It may be that it is not possible to retrieve historical values for those indicators in backtesting.
Massimo

[SherifT]

Thanks for your insight Max. Back testing supports TICK and TRIN historical date, I double checked. I am starting to believe it is the function call itself within an EFS that may be causing some issues or is not supported altogether, I should perform some testing to investigate that point.

[mk1979]

Does anybody know anything more about this?

I've tried similar things and see the same results. I started with trying to get $TICK data for back testing and the majority of the historical data is null.

Further testing showed that when backtesting for a given chart, reference to any secondary symbol produced nulls for historical data, not just $TICK.

It doesn't appear as though more than one symbol can be referenced for backtesting, only for real-time data. A solution to this issue would be quite welcome.