Back Testing > than 120 Days!

[BakedWafer]

Backtesting > that 120 days. PLEASE IMPLEMENT IT! PLEASE!

[AndyS]

Hi Bakedwafer,

We continue to look to add more. For many years we were at 60 days. We then went to 120 late last year I believe, and our next goal is to get to 2 years. However, with our present configuration, this could place to much stress to the servers, so I don't think this will happen anytime soon.

However, things change, new technologies emerge, ways become available that could push this along. It's high on our priority list and we continue to look at ways to expand.

[BakedWafer]

Could E-Sig set it up so we could just go back 120 days in time and then test the EFS from that point. That seems like it would be easy enough.

Regards

Originally posted by AndyS
Hi Bakedwafer,

We continue to look to add more. For many years we were at 60 days. We then went to 120 late last year I believe, and our next goal is to get to 2 years. However, with our present configuration, this could place to much stress to the servers, so I don't think this will happen anytime soon.

However, things change, new technologies emerge, ways become available that could push this along. It's high on our priority list and we continue to look at ways to expand.

[eSignal_JasonK]

Hello BakedWafer,

What you need to do is set up your time template to load 120 days worth of data first. Apply the time template and your back testing study to your advanced chart and then run the back test. Let me know if you have any trouble.

[gspiker]

Jason,

I may be wrong, but I think what he is asking is if he can somehow set bar 0 to be 120 days ago, and then backtest the previous 120 days. The reason I think this is the question is because he has already tested his system with the available 120 days of data.

BakedWafer, if that is your question, the answer is that this isn't possible. I don't believe eSignal keeps intraday information for longer than 120 days - and even if they did there is no mechanism for setting bar 0 to anything but the latest bar (other than in replay mode...which will not help when using the backtester).

I also believe that having a few years worth of information is very important. I will suggest again, that eSignal could create a small set of servers with long term data that is only used for backtesting. This means that in RT we would be forced to go to the normal servers, but when people are backtesting (which at any one point in time will be a MUCH smaller part of the eSignal population) we use the backtest servers with their much richer base of historical data. This is a win for us users, and doesn't demand the huge payout in resources to keep the information on all of your RT servers.

I would also suggest that if you wanted to recapitalize your expence on this you could implement some small "per use" charge on the back testing servers. As long as fee was reasonable to the amount of use you got (a few $$ an day) that people would pay it.

I know that any system that showed promise after backtesting for 120 day I would put through a larger backtest and be happy to pay some small fee for being able to test the longer period.

Garth

[BakedWafer]

Originally posted by gspiker
Jason,

I may be wrong, but I think what he is asking is if he can somehow set bar 0 to be 120 days ago, and then backtest the previous 120 days. The reason I think this is the question is because he has already tested his system with the available 120 days of data.

BakedWafer, if that is your question, the answer is that this isn't possible. I don't believe eSignal keeps intraday information for longer than 120 days - and even if they did there is no mechanism for setting bar 0 to anything but the latest bar (other than in replay mode...which will not help when using the backtester).

I also believe that having a few years worth of information is very important. I will suggest again, that eSignal could create a small set of servers with long term data that is only used for backtesting. This means that in RT we would be forced to go to the normal servers, but when people are backtesting (which at any one point in time will be a MUCH smaller part of the eSignal population) we use the backtest servers with their much richer base of historical data. This is a win for us users, and doesn't demand the huge payout in resources to keep the information on all of your RT servers.

I would also suggest that if you wanted to recapitalize your expence on this you could implement some small "per use" charge on the back testing servers. As long as fee was reasonable to the amount of use you got (a few $$ an day) that people would pay it.

I know that any system that showed promise after backtesting for 120 day I would put through a larger backtest and be happy to pay some small fee for being able to test the longer period.

Garth

I agree, I would pay a few bucks extra a month to have a server that could hold historical data.

Also, is there other services that offer more data and could I port my EFS over to them?

[gspiker]

BakedWafer,

There are two I know of. Both are lacking in features that eSignal has, and one - though it has a TON of historical data has no backtester (ironic huh) and has really sucky RT data.

PM me for more details. I don't want to post competitor names to anyone's BB. It just isn't nice.

Garth

[TraderJO]

Why not just allow eSignal to IMPORT data from other vendors, such as Tick Data. At this point, eSignal is a one way street, and kind of a narrow one at that, You can export from the file menu, but not import; as many other charting packages allow! Good data is available, by the CD load, but there's just no way to get it into eSignal.
__
JO

[muthaf]

I'm new to all this and struggle with the data on offer so I've never gone looking at other data sources but if they provide tick info then I would have thought it easy to convert whatever to the eSignal tick file format. Is there then a mechanism to use that for backtesting?

Just a thought...

[eSignal_JasonK]

Hello Rich and JO,

You both have some great ideas for importing data and back testing on tick data files. Unfortunately, we don't have this functionality currently. I would recommend submitting your feature requests to our development team at [email protected].

[muthaf]

Not so important for me as I already have a VBScript that will slice and dice tick data as I see fit. I understand the need so coded it myself...

[BakedWafer]

Originally posted by muthaf
Not so important for me as I already have a VBScript that will slice and dice tick data as I see fit. I understand the need so coded it myself...

Is that something I can get ahold of? I an trying use StrataSearch for the data and am considering buying it. Let me know.

[muthaf]

Sorry guys, I've been so focused on my script that I did not follow up on this. PM me if you want the VBScript I wrote. When I get some destructions together I'll put it up in the file sharing area.

[BakedWafer]

Originally posted by muthaf
Sorry guys, I've been so focused on my script that I did not follow up on this. PM me if you want the VBScript I wrote. When I get some destructions together I'll put it up in the file sharing area.

I went ahead and PM'ed you. I am very interested in backtesting greater than 120 days. I can also be emailed at [email protected]



Regards