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  • backtesting / EFS studies past data

    Hello there,

    I would like to backtest/run an EFS formula in a given period of the past and I can't figure out how to do it. For example, I would like to test a strategy for 5 mins bars, from 10/10/2000 to 10/10/2003. Is it possible to do that? Is it too much data? Also, I would like to be able to look at an intraday interval of 10 days with 5mins bars in the past, without having to scroll with my cursor on the chart to load the past data. If I try to use tools-> go to date, it tells me that I can't go that far because the data is not loaded in the chart. So my general question is how do I access very old data and how can I work with it?
    Thanks a lot,

    Silvia.

  • #2
    Silva,

    Currently eSignal's interval data only goes back 6 months, so your first example of using 2000-2003 5 minute data won't work since the servers don't have that data. eSignal is working to get more historical interval data, but I don't know when that will happen. If you want to test over that period all that is currently available is daily/weekly/monthly data.

    In general, to test over a given period in a strategy you would have to put something in your code to prohibit trading outside of the period. Checking the current date is greater than your start date and less than your end date inside an if statement should work.

    Steve

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