Backtesing Values Off!? Help

[glay]

Help! I have the eSignal Strategy Analyser open on my stragety while I'm tick replaying it. The alerts are firing off at differnet prices on the live esignal triggered alert and the xml/backtester. How can I fix this? I'm using the same time frame on both the analyser and tick replay. Its pretty useless for me to keep backtesting if something is off. The study has not been modified and I did it a few times just to make sure it wasn't me.

Example:

Triggered Alert List:
9:18AM SHORT ENTRY - 11353

Stragety Analyzer Reports:
9:18AM SHORT ENTRY - 11355


Thanks

[ACM]

Geoff
If the formula being used is the same (or similar) to the one you posted in this thread then you need to take into account that the alert is triggered in real time and returns the value at the moment it is generated whereas the back tester executes once per bar only and returns the value defined by the method you have used ie Open if you used Strategy.MARKET, Close if you used Strategy.CLOSE, etc.
Alex

[glay]

Could you forsee any major problems in adding this statement to premain.

setComputeOnClose();

It says its supposed to force the study to update only at close of each bar. That sounds like it would be good for comparing back testing results in real time or tick replay.

[ACM]

Geoff
Personally I would not recommend using setComputeOnClose() and would suggest instead to enclose your trading logic inside a BARSTATE_NEWBAR statement and check if your conditions evaluate to true at the prior bar.
Alex

[glay]

Agreed. I've been tick replaying the heck out of some stuff these last few days. I can always snag more profit and less loss when setComputeOnClose() is off. I need to wait for my signals and not execute impulse trades.

Man o man I wish I could get some data older then 10 days on the YM. If anyone is reading this and willing to send me some zipped tick replay files please PM me.