The eSignal strategy analyzer currently does not work correctly when a strategy scales in AND scales out (it will work correctly if the strategy only scales out). eSignal has been aware of this problem for some time but, as far as I can tell, a fix has not been implemented yet (I'm running the latest internal test build of the eSignal app and the problem is still there). WHen is this going to be fixed. I am considering cancelling my account because of this weakness and rewriting all my strategies in VB . You guys are great for telling us the fantasticness of your product but this is really an unacceptable weakness which you have been aware of for some time and never bothered to fix.
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Esignal Glitch Still unresoved
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I ran into a similar problem creating my code. The solution is to handle all the position sizing internally (at least that's how I fix it with my code).
When I enter a trade, I store the "currentactivecontracts". Then when I exit on a target or stop or whatever, I adjust the "currentactivecontracts" to reflect the position change.
This also helped resolve an issue with Strategy.ALL with the backtesting module. It appears when you scale in/out of trades, Strategy.ALL gets messed up.
Hope this helps.Brad Matheny
eSignal Solution Provider since 2000
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Re: Esignal Glitch Still unresoved
simonsmith101
What version and build are you running?
Alex
Originally posted by simonsmith101
The eSignal strategy analyzer currently does not work correctly when a strategy scales in AND scales out (it will work correctly if the strategy only scales out). eSignal has been aware of this problem for some time but, as far as I can tell, a fix has not been implemented yet (I'm running the latest internal test build of the eSignal app and the problem is still there). WHen is this going to be fixed. I am considering cancelling my account because of this weakness and rewriting all my strategies in VB . You guys are great for telling us the fantasticness of your product but this is really an unacceptable weakness which you have been aware of for some time and never bothered to fix.
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simonsmith101
FYI that is not the latest internal test build.
Anyhow I am actually running the latest internal test build [which I believe is due to be released either today or tomorrow as 10.5] and as far as I can tell the issue appears to be fixed (note that I tried it using the same script you posted elsewhere in this forum)
Alex
Originally posted by simonsmith101
10.4.1533.1128 (3/14/2009). Are you suggesting that there is a version that can handle this?
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