Announcement

Collapse
No announcement yet.

Backtesting questions and Alert question

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Backtesting questions and Alert question

    I've recently started working with eSignal and have run up against a number of problems/questions that I am hoping someone may be able to help with.

    1) When I run backtesting with a bar range of a certain size or greater (say 5-10 thousand) I just get a message saying "Returning data.... 'x' bars received", where 'x' is a number equal or less than the number of bars I have requested. The data does not however arrive (not in the half an hour I've waited anyway). I get this msg on small bar quantities sometimes as well (say 200) but if I cancel and retry it works for those. Perhaps interestingly I can run say 8,000 bars of one currency pair (eg AUD A0-FX) but not others, which seem to have lower limits. I am looking at intraday (5 minute) data so theoretically there should be over 34,000 bars available I think (120 days). I am using a 2.80GHz machine with 768MB ram over a 512/128 dsl connection if this is relevant. Any suggestions ?

    2) Is it possible to backtest a specific time period (ie just January 2005) rather than having to test backwards all the way to that time (ie from January until now) ?

    3) Is it possible to set up alerts in eSignal that will activate when certain indicators perform in a certain way ? For example if I wanted an alert to present when there was a MACD crossover WHILE RSI was in a certain range could this be done ?

    4) Not so important this one, but is there any way to go to a specific time period on an Advanced Chart ? Basically if I wanted to look at 1 or 5 minute graphs for a morning 3 months ago what would be the most efficient method of bringing this to view ?

    Any help on these 4 questions would be greatly appreciated as I'm a bit stuck at the moment. Thanks.

  • #2
    nigel12
    2) You need to set up the script to do this. You can find an example in this post
    4) Right click the chart and select Tools->Go To Date... (or select Tools->Go To Date... from the main menu)
    Other answers follow separately
    Alex

    Comment


    • #3
      nigel12
      1) It is always best to load the data you want to back test in a chart first. Set up a Time Template that will load the required number of bars/days for the selected interval. Then run the back test on that chart. This should resolve the problem you are seeing.
      3) Yes it is possible. You need to set both conditions in the same script
      Hope this helps
      Alex

      Comment


      • #4
        Thanks Alex. I will learn more about Time Templates (they also seem to be stopping me use "Tools->Go To Date..."). What is a good resource for this ? - I can't seem to find any general information about what they are / how to use them in either the eSignal Manual or the Knowledgebase.

        Re. your answer to '3' - sorry, which script are you referring to ? My only limited experience of scripts is for backtesting. Would I create an EFS script that places an Advanced Chart with the indicators on it onto my page, and find some alert generating code to insert into it ?
        (if so, would I need to have this page active on my desktop for the alert to work ? - ideally I would like to monitor the alerts generated for about 6 currency pairs)

        thanks again, Nigel.

        Comment


        • #5
          Nigel
          For information on Time Templates see this article in the eSignal KnowledgeBase
          You can also find a brief practical example of a Time Template in this post.
          With regards to point 3 I was not referring to any script in general but only saying that what you asked could be done. For that to happen you would need to create an efs (ie script) that will contain all the required studies and that sets the conditions. That efs would then be loaded in each chart for which you want to create alerts.
          Alex

          Comment


          • #6
            Thanks Alex. Have sorted out the backtesting range problems now and the 'go to date' with the Time Template info you provided. I'm just putting together an efs at the moment in which I want CCI and MACD displayed in different panes - however when I try to create this using the Formula Wizard it puts both studies on the same pane (and just gives the current level of MACD rather than showing it over time). The script is attached. Could you let me know I could go about separating the studies out into different panes ? (assuming this is possible)

            thanks, Nigel.

            Comment


            • #7
              Hi nigel12,

              no code attached...

              Comment


              • #8
                Thanks Steve, I'll try it again. Nigel.
                (assuming it doesn't work if anyone has any suggestions on why not that would be good too !)
                Attached Files

                Comment


                • #9
                  Hi Nigel,

                  Your welcome, I suspect you had previously pressed the Preview Reply pushbutton to preview your reply prior to publishing (heard that before from peter piper ;>) )

                  Previewing a reply clears any file you have attached.

                  Comment


                  • #10
                    Nigel
                    An efs can only output to a single pane so you will need to create two efs(s). The single efs solution I suggested earlier in this thread was for the purpose of generating alerts/signals only
                    Alex

                    Comment

                    Working...
                    X