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Tick Playback and backtesting functions

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  • Tick Playback and backtesting functions

    I need some help to get an understanding of how I can use the backtesting functions provided by esignal. What I am trying to build is a backtest of a script which uses the tick playback feature of EFS. The advantage of doing so is of course to get an better handle on the OHLC of a bar.(You never know if the H was earlier then the low and you may have been stopped by the low before your profit taget was achieved-- the high fe)

    The backtesting functions (strategy.doLong), however assumes that a bar is already present? Is this correct ? and how would I be able to use the backtesting reporting functions in my setup??

    Thanks,

    RH

  • #2
    The eSignal Backtester works off of bar data, and not on a tick by tick basis. I don't believe there is a way to do backtesting on a tick level with eSignal.
    Regards,
    Jay F.
    Product Manager
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