Backtesting with multiple efs

[jg]

Hi to all,

I have written a number of efs sudies with various triggers for trading. I have also written an efs study for computing trailing stops. Is there a way to build a backtesting strategy that would allow me to test say one of my trigger efs and my trailing stop efs by linking them into an backtesting efs without reproducing the code inside the backtesting efs? I basically wish to create a generic backtesting code that would allow me to "plug in" various trigger efs to see how the triggers perform. Thank you for any help you may be able to offer.

Regards,
Jane?

[ACM]

Re: Backtesting with multiple efs

Jane
You can use the efsExternal() function to call other scripts. See the linked article for the decsription of the function and the required syntax. Also if you search the forum you will find several examples of its use
Alex

Originally posted by jg
Hi to all,

I have written a number of efs sudies with various triggers for trading. I have also written an efs study for computing trailing stops. Is there a way to build a backtesting strategy that would allow me to test say one of my trigger efs and my trailing stop efs by linking them into an backtesting efs without reproducing the code inside the backtesting efs? I basically wish to create a generic backtesting code that would allow me to "plug in" various trigger efs to see how the triggers perform. Thank you for any help you may be able to offer.

Regards,
Jane?

[jg]

Re: Re: Backtesting with multiple efs

Hi Alex,

Thank you very much for this starting point. I am aware of the function but did not know that it could be used in back testing. I will now go and do my homework. Once again, many thanks.
Regards,
Jane

Originally posted by Alexis C. Montenegro
Jane
You can use the efsExternal() function to call other scripts. See the linked article for the decsription of the function and the required syntax. Also if you search the forum you will find several examples of its use
Alex

[ACM]

Re: Re: Re: Backtesting with multiple efs

Jane
You are most welcome
Alex

Originally posted by jg
Hi Alex,

Thank you very much for this starting point. I am aware of the function but did not know that it could be used in back testing. I will now go and do my homework. Once again, many thanks.
Regards,
Jane