Bollinger Bands on spread symbols only go back n bars

[MarkA]

When using a spread symbol with bollinger bands the bands only go back about 10-11 days. When using the bands with a single symbol the bands go back a little further before they peter out. Changing the time template seems to have little effect. When the bands peter out that is as far as I can back test and back testing 10-11 days is of no use to me, I need to go back 6 months on a 1 minute chart. I have been unable to find any information in the eSignal help resources defining the inputs for the bollinger band function, like what the valid range is for each parameter.

typical config:
Advanced chart
Interval: 1 min
Formula: Bollinger/BollingerBands.efs
Spread Symbol: DELL - MSFT * .67

I would like to post my back testing code but this text box will not let me paste text to it. Do I have to retype everything into this box?

[ACM]

MarkA
There is an issue with spreads not always loading the data for the number of days specified in the Time Template.
As far as I know eSignal's developers are aware of this although to my knowledge a fix has not yet been implemented.
In the mean time a workaround is to set the Time Template to load a specified # Bars instead of # Days (see enclosed image captured using build 1184 that is returning data from 10/09/07 and in which I am running the customBB.efs)
Alex

Originally posted by MarkA
When using a spread symbol with bollinger bands the bands only go back about 10-11 days. When using the bands with a single symbol the bands go back a little further before they peter out. Changing the time template seems to have little effect. When the bands peter out that is as far as I can back test and back testing 10-11 days is of no use to me, I need to go back 6 months on a 1 minute chart. I have been unable to find any information in the eSignal help resources defining the inputs for the bollinger band function, like what the valid range is for each parameter.

typical config:
Advanced chart
Interval: 1 min
Formula: Bollinger/BollingerBands.efs
Spread Symbol: DELL - MSFT * .67

I would like to post my back testing code but this text box will not let me paste text to it. Do I have to retype everything into this box?

[MarkA]

Thanks Alexis,

Changing to bars has fixed the charting but now when I try to backtest, eSignal chugs on the data for about a minute then crashes. I am using a 1 minute chart and a time template with 39000 bars, which should be 100 days worth of data. Am I correct in my understanding in regards to the time template?

[ACM]

MarkA
Your understanding is correct. 39000 bars would approximate 100 days assuming a 9:30 to 16:00 (ET) Time Template.
I ran a few back tests on a chart based on the same spread and Time Template and at my end this did not seem to cause any issues. You may want to post the script you are using (just attach the efs to the post) so that someone else can run it and see if they can replicate the problem
Alex

Originally posted by MarkA
Thanks Alexis,

Changing to bars has fixed the charting but now when I try to backtest, eSignal chugs on the data for about a minute then crashes. I am using a 1 minute chart and a time template with 39000 bars, which should be 100 days worth of data. Am I correct in my understanding in regards to the time template?

[MarkA]

Alexis,

Here is my back testing script for spread pairs. The problem seems to be the worst after 1pm pacific time, although it does happen throught the day. I would like to back test as far back as possible (up to 1 year).
time template:
1 minute chart
9:00 - 16:00
46,800 bars (equiv to 120 days)
spread symbol
Dell - MSFT * .67

If I keep the time template bars under 20,000 is works much better. This seems to be an issue with the quantity of data.

[ACM]

MarkA
For your information no script is attached to your post
Alex

Originally posted by MarkA
Alexis,

Here is my back testing script for spread pairs. The problem seems to be the worst after 1pm pacific time, although it does happen throught the day. I would like to back test as far back as possible (up to 1 year).
time template:
1 minute chart
9:00 - 16:00
46,800 bars (equiv to 120 days)
spread symbol
Dell - MSFT * .67

If I keep the time template bars under 20,000 is works much better. This seems to be an issue with the quantity of data.