Strategy Analyzer enhancement request

[ebr]

Are there plans in the near future to make the Strategy Analyzer more "futures friendly". I know there has been a lot of discussion on rollover (which is also very important) but it seems like a very simple parameter of "Dollars per Pt" would make the interface much more intuitive.

As it is (as we all who test futures know) we have to multiply our lot size by this value to make the report show the right amounts. But, also, we have to *divide* our commission amt by this value as well in order to make that work properly (unless your broker has flat rate commissions not dependant on size).

Any plans for adding such a setting?

Thanks.

[eSignal_JasonK]

Hello ebr,

Yes, in fact there is. This feature is going to receive some enhancements for the 8.0 release. Some of these enhancements are supposed to address futures compatability.

[ebr]

Great - thanks Jason.

[waiting with baited breath]

[fairley]

The back tester function is not very Futures friendly but the real problem is that it does not seem possible to roll-over contracts. This means that you can not back test more than three months of data at a time. Not that great really but an excellent tool for those that can get enough data into it and have the patience to work out how to use it.

[eSignal_JasonK]

Hello fairley,

The latest version of the Strategy Analyzer has been made futures friendly. In the settings there is a new parameter that will allow you to set the Point Value so you can get the correct dollar amounts per contract in the report.

As for the futures data history, if you use the continuous contract symbol, you should be able to back test more than 3 months.

[perfectinglife]

You can back test more that 3 months by using the continuous month sysbol: #F. For example:

AB #F or ES #F will give you far more data. You can also use the new setting under the TOOL menu to adjust how continuous contracts calculate.

[ebr]

This is true, but the new continuous contracts appear to have plenty of bugs in them - mostly associated, I think, with time templates. I have found them to be very unpredictable at this time.

The new analyzer is much better. Now all we need is the ability to run it on some real back data (more than 6 months)...

[fairley]

Currency other that the Euro and $

Please could we include £ in the back-tester currencies as the UK still trade in Sterling. (Little green island off the coast of France)

[eSignal_JasonK]

Hello fairley,

To convert the report to another currency, go into the Display tab in the Settings and enter your exchange rate.

[fairley]

Thanks Jason. I see that you can do that now and it is a useful feature. However I would just like the report to give me the option of £ where the $ or Euro sign is. It is not that important really, but makes the reports a little clearer for some of my students who only trade in Sterling and do not need to exchange currency.

[eSignal_JasonK]

Hello fairley,

Please feel free to submit your request to our development team at [email protected].

[eetest]

Hi,

Can we have more than 120 days intraday data, I'm thinking 2 years minimum, and the ability to back test more than one symbol at a time.

[ACM]

eetest
You can send suggestions and/or requests for enhancements to the email address indicated by JasonK
Alex