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  • Interval on BT config menu

    Can someone explain to me a bit more how the interval option works on the BT config menu?

    I want to test a SMA 5/15 MA crossover on the back tester on a time frame of 3. I was told that I should only back test using 1min bars due to the intra day signals being different.

    I was under the following assumptions:

    5 PD SMA on 3M chart = 15 SMA on 1 minute chart
    15 PD SMA on 3M chart = 45 SMA on 1 minute chart

    (multipled by time fame)


    When I run 1m back test with 15/45MA settings I get totally diffrent result then if I run it with a 3m interval setting and 5/15 MA's keyed in the script. Shouldn't the result be the same?

    P.S. Also tried with ema(4,inv(5) ) and ema(4,inv(15)) and got yet a totally diffrent set of results. hehe so confused!!

    What it boils down to is I want to trade a 5/15 SMA crossover on a 3 minute time frame but run it on the back tester with 1 minute of bars so it will have realistic fills.
    Last edited by glay; 09-02-2006, 11:16 AM.

  • #2
    Hello Geoff,

    I believe my reply to a similar question you posted here should also apply to your questions here.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

    EFS KnowledgeBase
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    • #3
      Yes I understand whats going on now. Thanks for the clarity.

      Comment


      • #4
        You're most welcome.
        Jason K.
        Project Manager
        eSignal - an Interactive Data company

        EFS KnowledgeBase
        JavaScript for EFS Video Series
        EFS Beginner Tutorial Series
        EFS Glossary
        Custom EFS Development Policy

        New User Orientation

        Comment

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