Backtesting Date Specific on the Modified ATR

[smerritt]

I've ran a few different backtests using the modified ATR formula and was wondering if there was any way to control the time period that is tested. I would like to test using specific periods.

[ACM]

Re: Backtesting Date Specific on the Modified ATR

smerritt
You would need to code the required logic in the formula
Alex

Originally posted by smerritt
I've ran a few different backtests using the modified ATR formula and was wondering if there was any way to control the time period that is tested. I would like to test using specific periods.

[smerritt]

Alexis,

Is this the case in general for backtesting on e-signal? Meaning that all time constraints are handled from within the .efs rather than the backtesting subroutine?

[ACM]

smerritt
If by "time constraints" you mean a specific backtesting period then you need to handle that in the script
Alex

Originally posted by smerritt
Alexis,

Is this the case in general for backtesting on e-signal? Meaning that all time constraints are handled from within the .efs rather than the backtesting subroutine?