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  • Using values from a database

    We want to backtest our EFS using different values for the MA study. Is there a way to call the value for th MA from a list of several values one at a time then output the backtest for that value to a directory?

  • #2
    Database Testing..

    I assume you want to test multiple values (in a database) for profits, then report those values out to a file - right??

    You can accomplish this (as Chris Cryza has) by building LOOPS in your code to test different values. You would want to use the FILE functions to load the values from your setup file. Then you would probably want to use an ARRAY OF OBJECTS to record the various results. After all of the tests are complete, then WRITE your output to a file.

    What I would suggest is downloading Mr Cryza's optimized indicators to see how he is accomplishing these tasks. Then modify as needed.

    If you are going to start from scratch with this. I suggest you start with the followoing plan.

    1. Build the backtest system so it works (first)
    2. Build into the backtest system your SETUP FILE (using the FILE functions)
    3. Build a LOOPING function to complete multiple tests.
    4. Build your ARRAY to record the results
    5. Build your OUTPUT file function to report the results.

    Other than that - you are talking about a moderately complex project. Let me know if you need any more help.

    B
    Brad Matheny
    eSignal Solution Provider since 2000

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