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  • Help with backtesting

    I am running an EFS backtest routine that I wrote, using a 200 SMA to define the trend.

    The problem that I am having is that during the first few days of bars (15 min) before the 200 SMA forms the EFS is ignoring the Trend variable, and executing trades on false signals.

    I have tried scrolling the chart back as far as the historical data will go, but this did not help.

    Any Ideas??

    James

  • #2
    James,

    I would suggest posting your code or code snippet, so the community can be more of a help to you.
    Regards,
    Jay F.
    Product Manager
    _____________________________________
    Have a suggestion to improve our products?
    Click Support --> Request a Feature in eSignal 11

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    • #3
      James
      You could try adding SMA>0 in the conditions.
      In the tests I just did it seems to be working
      Alex

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      • #4
        Alex,

        Thanks for the tip. It seems to work.

        James

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