backtest question

[ostap]

Hello

i've strategy which takes signals from INDEX qutes but takes trades from futures data.. is it possible in esignal ?
(in tradestation i can use data1..4 to make this)

thanks

Sergey

[Doji3333]

Yes this is possible....

You can use GLOBAL VARIABLES....
Create one EFS for the INDEX chart that generates your signals and records them to the global variables.

Create another EFS for your futures chart that reads the global variables and executes your backtest strategy.

Another way to do this is to use getValue() to pull data from the index chart from within your futures chart. The parameters of getValue allow you to pull data from another symbol within your EFS. So you could use this function to pull your INDEX data into the EFS running on your Futures chart.

If any of this is unclear, please let me know...

Brad

[ostap]

Brad,

global value is gonna work for real time... but i doubt this will work for backtest ? (how i can run in backtest 2 EFS and synchronize them ? )

getValue is possible (didn't try it yet though), but problem - i won't be able to use standart functions, right ? (because index will be at chart as another indicator, and there's no way to feed indicators data to functions).

thanks

Sergey

Originally posted by Doji3333
Yes this is possible....

You can use GLOBAL VARIABLES....
Create one EFS for the INDEX chart that generates your signals and records them to the global variables.

Create another EFS for your futures chart that reads the global variables and executes your backtest strategy.

Another way to do this is to use getValue() to pull data from the index chart from within your futures chart. The parameters of getValue allow you to pull data from another symbol within your EFS. So you could use this function to pull your INDEX data into the EFS running on your Futures chart.

If any of this is unclear, please let me know...

Brad

[Doji3333]

Backtesting...

You are correct. You would have to use the getValue function for this feature to work. The getValue feature should pull the correct data for your backtest to work. I know this because the indicators I have writen pull the correct data to run the calculations - meaning it pulls data corresponding to the BAR TIME currently beening analyzed..

Brad

[ACM]

Sergey
You can find an example of efs where the signals are generated by an index and trades executed on futures in this thread.
Alex