Open trades at end of backtest

[senyorqueso]

I'm running backtests on a strategy that uses multiple positions. At the end of the backtest, the Trade Analysis figures reported by the Strategy Analyzer show that most of the trades are still open, although I can see from the Trades page that many were closed (but many trades which should have happened are not listed).

Is what I'm doing here valid? Should the Strategy Analyzer be able to cope with multiple positions?

If so I can post more details on what is actually happening.

Thanks,

SQ

[smeyer55]

If you are scaling in AND out of a position there is a known problem with the Strategy Analyzer.

See this post:
http://forum.esignalcentral.com/show...threadid=20559

Steve

[senyorqueso]

Thanks Steve,

Yes, that's exactly what I'm doing. I found that thread after I posted my question. Shame it doesn't work!

Got around the problem by closing the entire position and opening a new position, but it makes the results hard to read (eg if i'm long 6 and want to add 2, I sell 6 to close then long 8). Not good for commissions!

Can anyone from eSignal tell me if there's a plan to fix this problem?

Thanks,

SQ

[eSignal_JasonK]

Hello senyorqueso,

This is a known issue and development is aware of it. However, I do not have a specific ETA for a fix at this time. I will send a note to development regarding this bug on your behalf.