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  • Time frame

    When I run back testing I get only last two weeks.
    How do I get more data?
    I pull the same graph on which I back test 3 months back and it does not help. I back test on ES 15 min.

    Baruch

  • #2
    Hello Baruch,

    Create a custom time template that loads a specified number of days or bars. Then select this time template in the Back Test settings dialog before running the test.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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    • #3
      thanks for the answer but this is not what I want.
      I want to test up to 6 months back (this is what esignal gives for intraday charts.) I pull the chart back, but when I run a backtest it runs only 2 weeks back.
      Why?

      Comment


      • #4
        Baruch
        If the Time Template that is applied to a chart is not set to load a specific number of days/bars the chart will be set to Dynamic mode which means that it willl request only enough bars to fill the chart [the default minimum is set to either 200 or 300 bars depending on the version]. When the chart is in Dynamic mode you can scroll it back which triggers subsequent requests for more data to fill the chart.
        The Strategy Analyzer behaves in a similar way. If you run the back test using a Time Template that does not load a specific number of days/bars the Strategy Analyzer will request only the default number of bars for the test (which as I have already explained is set to 200 or 300 depending on the version). However unlike what happens with a chart you cannot scroll back the Strategy Analyzer so the back test will run using only the data requested initially (ie 200/300 bars).
        If you do some simple math and consider that in a regular trading session there are approximately twentyfive 15 minute bars and you divide the 300 bars loaded as a default by 25 you get approximately 12 days of data which is in fact close to the two weeks you mention.
        So in order to run the test over all the available data you need to implement the suggestions Jason already provided to you and create a Time Template set to load the required number of days/bars. Once you have created the Time Template you then load it in the Strategy Analyzer when you set up the back test
        For information and instructions on Time Templates run a search for Time Templates in the eSignal KnowledgeBase
        Alex


        Originally posted by baruchs
        thanks for the answer but this is not what I want.
        I want to test up to 6 months back (this is what esignal gives for intraday charts.) I pull the chart back, but when I run a backtest it runs only 2 weeks back.
        Why?

        Comment

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