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Back testing crashes in eSignal 7.91

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  • Back testing crashes in eSignal 7.91

    I have just upgraded to eSignal 7.91 and am dissappointed to find that a lot of the EFS strategies I have developed have problems that result in esignal strategy testing hanging indefinitely. The problem apears to be intermittent. Certain instruments will work but others using identical formula will fail. I have even completely re-written studies using the wizard in the new version as esignal support insisted that i had coded something wrong and there is simply no problem with the new engine. Has anyone else had similar experiences? Is the answer to revert back to old version of esignal? Anyone out there feel able to look at a fairly simple bit of code to see if there are some obvious issues in my script?

    Thanks

  • #2
    greffel
    Post the code (or better attach the efs) of one of the scripts that is creating problems and someone may be able to assist you. Also please provide all the details as to how you are running the backtest, what symbol, interval, time template, etc
    Alex

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    • #3
      Here's a sample EFS script. Done using wizard to try to eliminate any errors I introduced through ignorance of coding. Run this on $DAXI with data going back to April 98 and it just hangs on my PC. I get about eight bars on the calculating please wait screen then can go for lunch and its still there when I get back. When I try it on a smaller set of $DAXI data it seems to work but the data generated is incomplete (report does not bring up any graphs etc). It also fails on GC #F and ZB #F.

      Anyone got any ideas??
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      • #4
        Time frame on the last post testing is daily data.

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        • #5
          greffel
          Try the attached revision of your efs. It should now complete the backtest in seconds.
          FWIW your efs will also eventually complete the back test but because it is generating trades on every single bar in which the conditions are true it will take a considerable amount of time.
          In the revision I simply added a condition that checks if the strategy is not already long or short.
          Alex



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