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  • backtesting using sym()

    Hi all,

    I am currently trying to code my trading system so that it can load and optimise several different symbols from a watchlist and then optimsie the system against the data from these symbols. I now have everything working, except for the back-testing functions.

    I want to be able to point a backtesting function call such as StrategyDoCover(), and StrategyDoSell() at the OHLC data pulled in by sym(). The problem I have is that these functions will only refer to the loaded symbols current, or next bars OHLC data.

    Does anyone know of a way around this?

    let me know, and Thanks

  • #2
    Hello tj.dale,

    The routine you're trying to create will not be possible currently. The Strategy functions do not accept a sym() parameter. The trade information will be based on the main chart symbol only. To have this considered for a future enhancement to the Strategy Object, please submit a request to [email protected].
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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    • #3
      Many thanks Jason, I have now coded around this issue.

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