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Specifying Lookback Period For Testing

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  • Specifying Lookback Period For Testing

    Is there a way in eSignal to direct the program to load a specific amount of data (say, for example, if you're testing a strategy using end-of-day data, to automatically load the last five years of daily data for MSFT)?

  • #2
    Re: Specifying Lookback Period For Testing

    strupp1
    At this time there isn't a way to load a specific amount of data programmatically from an efs.
    You need to do that using a Time Template
    Alex


    Originally posted by strupp1
    Is there a way in eSignal to direct the program to load a specific amount of data (say, for example, if you're testing a strategy using end-of-day data, to automatically load the last five years of daily data for MSFT)?

    Comment


    • #3
      Alex,

      Thanks for the response. If I wanted to pull down 10 days worth of tick data, for back-testing purposes, what would be the best (most efficient) way to do that?

      Comment


      • #4
        strupp1
        As I suggested in my previous reply you would do that using a TimeTemplate (see the link to the article in the eSignal KnowledgeBase for the instructions on how to use Time Templates)
        Alex


        Originally posted by strupp1
        Alex,

        Thanks for the response. If I wanted to pull down 10 days worth of tick data, for back-testing purposes, what would be the best (most efficient) way to do that?

        Comment

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