Announcement

Collapse
No announcement yet.

Is the price column in the tradetab of strategy analyser limited to 2 decimal places?

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Is the price column in the tradetab of strategy analyser limited to 2 decimal places?

    Hi there,
    Just trying out eSignal Premier for the first time, there's quite a steep learning curve but am slowly getting there with the help of the tutorials and this forum.

    Just wondering, is there a way to increase the price column under the trades tab in the strategy analyser to display more than 2 decimal places? Reason being, if you are backtesting FX results for instruments like EUR/USD or GBP/USD, you need four decimal places to see the execution prices of your backtested trades.

    Also with the trades tab under the time column, I seem to get the same execution time for all of my trades - 12:00AM. I would prefer to get an accurate time of when the trade took place so I can look at the chart action at that time. Is there a way to get this?

    Hope someone knows the answer to these questions. Apologies if they have already been answered elsewhere, I have checked through all the tutorials and forums available with no luck.
    warm regards,
    -Stu

  • #2
    Stu

    is there a way to increase the price column under the trades tab in the strategy analyser to display more than 2 decimal places?
    In the Strategy Analyzer click the Settings icon then in the Settings dialog box click the Display tab and input the desired number of decimals in the No of digits after decimal field.
    For more information on the Settings of the Strategy Analyzer see this article in the EFS KnowledgeBase

    Also with the trades tab under the time column, I seem to get the same execution time for all of my trades - 12:00AM.
    That would suggest that you are running the back test on a daily interval.

    I would prefer to get an accurate time of when the trade took place so I can look at the chart action at that time. Is there a way to get this?
    There isn't a way to determine what has happened within a bar (regardless of the interval). All the back tester knows when it runs a test are the OHLC values of a completed bar. In other words it cannot "look" inside that bar.
    For a complete guide to back testing you may want to review the Back Testing Tutorials 1-3 which can be found in the EFS KnowledgeBase in the Help Guides and Tutorials-> Beginner Tutorials folder.
    Alex


    Originally posted by stuuu
    Hi there,
    Just trying out eSignal Premier for the first time, there's quite a steep learning curve but am slowly getting there with the help of the tutorials and this forum.

    Just wondering, is there a way to increase the price column under the trades tab in the strategy analyser to display more than 2 decimal places? Reason being, if you are backtesting FX results for instruments like EUR/USD or GBP/USD, you need four decimal places to see the execution prices of your backtested trades.

    Also with the trades tab under the time column, I seem to get the same execution time for all of my trades - 12:00AM. I would prefer to get an accurate time of when the trade took place so I can look at the chart action at that time. Is there a way to get this?

    Hope someone knows the answer to these questions. Apologies if they have already been answered elsewhere, I have checked through all the tutorials and forums available with no luck.
    warm regards,
    -Stu

    Comment


    • #3
      I really appreciate your quick and helpful response Alexis. I will review the documents you mentioned.

      [There isn't a way to determine what has happened within a bar (regardless of the interval). All the back tester knows when it runs a test are the OHLC values of a completed bar. In other words it cannot "look" inside that bar.]

      I am a little confused about this statement. The reason I thought it would be possible to obtain the time a trade executed was because of the tick-by-tick analysis available. If the back tester cannot look inside a bar but just uses OHLC values then this suggests the results obtained won't be very accurate, as it won't account for how a strategy performed within the bar.

      That said, your observation does reflect my experience with eSignal backtesting, as when I run my strategy through the analyser it has me winning recent trades I know were losers.
      warm regards,
      -Stu

      Comment

      Working...
      X