Backtesting using a study that's not "built in"

[techinvest]

Just a quick question about something. Can I create, using the formula wizard, a backtesting strategy using a study that is not built in (take for example the DiNapoli Stoch).

There is a backtesting example using a stochastic oscillator in eSignal which looks like this:

var study = new StochStudy(14,1,3);


function preMain() {
    setPriceStudy(false);
}

function main() {
    var vFast = study.getValue(StochStudy.FAST, 0, -2);

    if(vFast == null)
        return;

    if(vFast[0] > 20 && vFast[1] <= 20) {
        if(!Strategy.isLong()) {
            Strategy.doLong("Over Sold", Strategy.CLOSE, Strategy.THISBAR);
        }

    } else if(vFast[0] < 80 && vFast[1] >= 80) {
        if(!Strategy.isShort()) {
            Strategy.doShort("Over Bought", Strategy.CLOSE, Strategy.THISBAR);
        }
    }

    if(Strategy.isLong()) {
        setBarBgColor(Color.green);
    } else if(Strategy.isShort()) {
        setBarBgColor(Color.red);
    }


    return vFast[0];
} 

The stochastic study I'd like to use (Dinapoli) looks like this:

function preMain()
{
    setStudyTitle("Preferred Stochastic");
    setCursorLabelName("percentK", 0);
    setCursorLabelName("percentD", 1);
    setDefaultBarFgColor(Color.lime, 0);
    setDefaultBarFgColor(Color.red, 1);

}

var MAVt = null;
var MAVt1 = null;
var MAVt_1 = 0;
var MAVt1_1 = 0;

function main(nLength, nSmoothing, nSmoothings) {
    if(nLength == null)
        nLength = 8;
    if(nSmoothing == null)
        nSmoothing = 3;
    if(nSmoothings == null)
        nSmoothings = 3;

    var percentK;
    var ll = 0, hh = 0;
    var sum = 0;
    var vHigh = getValue("High", 0, -nLength);
    var vLow = getValue("Low", 0, -nLength);
    var temp = 0;
    
    if(vHigh == null || vLow == null)
        return;


    for(j = 0; j < nLength; j++) {
        if(j == 0) {
            ll = vLow[j];    
            hh = vHigh[j];
        } else {
            hh = Math.max(hh, vHigh[j]);
            ll = Math.min(ll, vLow[j]);
        }
    }
    percentK = ((close() - ll) / (hh - ll)) * 100;
    if (isNaN(percentK) == false) MAVt = MAVt_1 + (percentK - MAVt_1) / nSmoothing;
    if (getBarState() == BARSTATE_NEWBAR) MAVt_1 = MAVt;
    if (isNaN(percentK) == false) MAVt1 = MAVt1_1 + (MAVt - MAVt1_1) / nSmoothings;
    if (getBarState() == BARSTATE_NEWBAR) MAVt1_1 = MAVt1;
    
    return new Array(MAVt,MAVt1);
} 

I'm thinking that it's not possible through the formula wizard, and if it is correct me, but if not... what's a relativley painless way to get that stoch into that backtesting study?

Thanks for all of the suggestions. I'll be working on it, but if I haven't posted again in this thread, you can reasonably assume I haven't figured it out.

Happy Thanksgiving!!!

[eSignal_JasonK]

Hello techinvest,

Currently, the Formula Wizard does not have the ability to use a non-builtin study for back testing. This requires custom coding. The easiest way to bring in the external study into a custom back testing study is through the efsExternal() function.

You could create the basic structure of the back test with the Formula Wizard and then modify the EFS through the EFS Editor and replace the builtin Stochastic study with the series created by the efsExternal() call. Give this a try and if you need help, post your code here and we'll provide further guidance.