Announcement

**ACM** · 04-16-2008, 06:19 AM

Re: "0 Bars Received" During Back Testing - URGENT

Wilson
As far as I can see at my end your formula appears to be working and is running through the Back Tester without any problems (see enclosed animation captured using your script on a 90 day 1 minute chart on eSignal version 10 build 1184). Also enclosed below is a screenshot of the Time Template used for the test. Note that I also tried it using a 120 day Time Template and even in that case it appeared to work fine
You may want to try loading the formula in the chart first and then running the Back Tester on the charted data (rather than having it download the data for the back test) and see if that resolves the issue you are seeing.
Alex

Originally posted by wilson_t_t
Hi, I'm having a huge problem with Strategy Analyzer's Back Tester.

The problem:

1. Everytime I pressed the "Test" button, I got a "0 bars received". I've waited for several hours but to no avail, and still got a "0 Bars Received". I've lost count of how many times this had happened. It simply never downloaded any data.

2. Occasionally it worked, but I'd always get a week's worth of back testing result instead, even though I've set it to 120 days, 90 days, 60 days, etc.

The things I have tried:

1. I've adjusted the chart's time template to multiple periods countless times and not setting it to "Dynamic", but 120 days 90 days 30 days etc. (I've had no problem related with time templates). Even the normal default (dynamic) setup itself won't work.

2. I had went through all the back testing and strategy analyzer tutorials and documentation relating to this issue and still can't figure out the problem.

http://kb.esignalcentral.com/display/2/index.asp?c=12&cpc=ULwO0A442oKs512Q04X5j0UupP4SveI6dt2WJi7&cid=4&cat=&catURL=&r=0.9442713

3. I've altered the codes (even using different and default eSignal provided codes) numerous times and still had the same issue.

I'm currently running on:

1. Windows XP SP-2
2. eSignal Version 10 (I'm a new user, and just installed this application a month ago)

Attachment:

I've attached a sample code that I've developed for use with backtesting. However, it failed to run on the Back Tester.

Question:

Is there any way that I can fix the "0 Bars Received" issue?

Regards,

Wilson T

**NickF** · 05-13-2008, 09:10 AM

Wilson,

I have been running into the same problems you listed in your original post, and have a work around (or at least some understanding) to avoid the problem.

Software: eSignal version 10.0.1086.932 (12/22/2007)

Problem:

There appears to be two issues (bugs, defects, errant behaviours - call them what you will):

1) Getting stuck on the modal Back Testing Progress window when requesting a back test.

2) eSignal Strategy Analyser 2 TRADES tab showing either trades that are outside the requested time period, or missing trades that should have been recorded in that time period.

Problem 1 Workflow

Start esignal

Page -> New Page

File -> New -> Advanced Chart -> Default Chart

Type symbol and interval: $INDU<Tab>1<Enter>

Confirm Title in AdvCh is: ($INDU DOW JONES INDUSTRIAL AVERAGE, 1) Dynamic,0:00-24:00

Right Click -> Tools -> Back Testing...

Symbol: $INDU
Interval: 1
Time Template: Auto
Formula: \BackTesting\BtMovingAverage.efs
Output File: problem1

Click "Test" Button

Now stuck in Back Testing Progress modal window

Note: If the data has already been pulled down in this session the modal window does not appear and thus eSignal does not get stuck on the modal window. If this happens open new page in eSignal, save this empty page, restart eSignal, and attempt again.

Problem 2 Workflow
Start esignal

Page -> New Page

File -> New -> Advanced Chart -> Default Chart

Type symbol and interval: $INDU<Tab>D<Enter>

Confirm Title in AdvCh is: ($INDU DOW JONES INDUSTRIAL AVERAGE, D) Dynamic,0:00-24:00

Right Click -> Tools -> Back Testing...

Symbol: $INDU
Interval: D
Time Template: 1 Day
Formula: \BackTesting\BtMovingAverage.efs
Output File: problem2

Click "Test" Button

Click TRADES tab of eSignal Strategy Analyser 2 window

The trades reported have the context of the Advanced Chart window (Dynamic) and not that of the time template requested during back testing (1 Day).

Problem Analysis:
It appears that if the time template for the back testing does not match the time template on the advanced chart problems are encountered, see chart below.

Code:

                                   Back Test Time Templates
Adv Chart                          Auto           1 Day           90 Days
$INDU, 1, Dynamic, 0:00-24:00      X              X               X
$INDU, 1,  1 Days, 0:00-00:00      +              Ok              Ok
$INDU, 1, 90 Days, 0:00-00:00      -              Ok              Ok
$INDU, D, Dynamic, 0:00-24:00      Ok             +               +

Key
	Ok: No problems
	 X: Stuck in modal window
         +: Strategy Analyzer TRADE tab displays more trades than requested
	 -: Strategy Analyzer TRADE tab displays fewer trades than requested

Workaround

Both problems can be avoided by having the time template of your advanced chart match the time template of your back test.

Workaround Example
Back Test BtMovingAverage.efs against $INDU,1 for 1 day.

File -> New -> Advanced Chart -> Default Chart

Type symbol and interval: $INDU<Tab>1<Enter>

Right Click on Advanced Chart -> Time Templates -> 1 Day

Right Click -> Tools -> Back Testing...

Symbol: $INDU
Interval: 1
Time Template: 1 Day
Formula: \BackTesting\BtMovingAverage.efs
Output File: workaround_example

Alexis - Thank you for posting your animation, it allowed me to tease out the workaround from the problem.

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"0 Bars Received" During Back Testing

"0 Bars Received" During Back Testing

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