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  • Back test referencing multiple symbols

    I'm testing a system that works on a tick by tick basis and refers to a futures contract and also the $TICK indicator.

    What i want to do is download the tick history for both the futures contract and the $TICK indicator and then play both of those data files back into the system. Is this possible? Currently i've only managed to play back the futures contract tick data by itself.

  • #2
    Hello eminitrader,

    If you are running a back testing study (Strategy Analyzer) on $PLAYBACK using tick replay, the only data that will be available to the study is the data in the tick replay file. If the study is accessing any other external symbols, that data will not be available to the study. You will not be able to back test this scenario.

    If you are not using tick replay and your study is using EFS2 functions to access the external symbol data, you will get the synchronized data for the external symbols in the Strategy Analyzer. This back test scenario will work (7.9 build 719).
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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