back testing formula - please help!!!

[ACM]

jonathansilver
I don't have that Time Template so you need to tell me how many days are being loaded in the chart by the Time Template.
Alex

[jonathansilver]

its on intraday default. it is set to 0 days, dynamic mode.

[ACM]

jonathansilver
I added the commands to the efs to paint the bars when long/short and as far as I can see it is working properly.
On 7/10/2000 it actually closes a Short trade and on 7/27/2000 (first red bar to the right of the cursor) it opens a new Short
Alex

[jonathansilver]

sorry for wasting your time, dont understand but reran backtest and it works a treat now. Thanks for your help.

[jonathansilver]

Alexis, Another question for you?
I ran the backtest and noticed that the absolute Run-up/Drawdown figures are based on the highest and lowest prices between and including the trade dates. This messes up my strategy backtesting as the high may have been on the day that I enter the position. In view of this, how do I change the EFS study such that the trades take place the day after the signal (SMA crossover) at the opening price.

Thanks again

JS

[ACM]

JS
As it is now the strategy is set to Buy/Sell at the close of the bar that generates the signal (ie Strategy.CLOSE and Strategy.THISBAR). Change those to Strategy.MARKET and Strategy.NEXTBAR which will use the Open of the bar following the one that generates the Signal.
Also may I suggest that you take a moment to visit the EFS KnowledgBase in the eSignal KnowledgeBase where you will find several very useful guides on EFS
Alex