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One of our quants guys here who is using Splus is interested in back testing some spreads in esignal because its fast and easy to visualize. But, is it possible to run a strategy on a pair like "RIO-LON / BLT-LON"? I get "XML Parse Error" when I run the back tester on this pair. The strategy loads into the chart no problem, its just in the back tester it generates this error? Is this possible?
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It is possible. The XML Read Error is due to the fact that in the Setup of the Strategy Analyzer the Directory and File naming are based on the Symbol and this contains a forward slash [used to create the ratio] which is an illegal character.
You have two solutions available. One is to create the ratio using the Spread Symbol Settings tool which will allow you to assign a name of your choice for the ratio (for information on this tool search the eSignal KnowledgeBase for spreads). The other is to go in the Setup of the Strategy Analyzer and change the fields used to name the Directory and File to something other than Symbol.
Once you implement either solution you will no longer get the error
Alex
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