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  • Back Testing

    Hello,

    I am a newbie to eSignal and am having trouble back testing a strategy. For starters, it takes a long time to run a strategy over 6months of data (approx. 1/2 hr on 3.0Ghz PC). Is this normal -- or am I doing something wrong? I am using the standard eSignal back testing tools.

    Secondly, sometimes I would like to only test the strategy over a specific month in the past year. However, I cannot find anyway to indicate that I only want to test a specific month -- as a result even though I am only interested in a specific month of results, I must go back over all the data to that month. Is there a solution to this?

    Thanx
    TigerShark

  • #2
    TigerShark
    With regards to your second question see the solution provided in this post
    Alex

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    • #3
      Excellent

      Thanks very much Alexis.



      Regards
      TigerShark

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      • #4
        TigerShark
        As to your first question that may depend on a number of things amongst which how complex the strategy is, how efficient the code, etc. Half an hour does seem somewhat long though especially on a fast system such as yours.
        One thing you may want to do is to first have all the data downloaded to the chart on which you want to run the back test rather than having the Back Tester itself download that data. You can accomplish this by setting up a Time Template for testing purposes and then applying it to a chart.
        This can speed up the back testing process considerably.
        Alex

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        • #5
          Alexis, I think you're right. The strategy I am testing is quite simple. I believe the Back Tester is downloading the data -- I will give your suggestion a try. Once again -- thank you.


          Regards
          TigerShark

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