Backtesting Beyond 60 days

[czumwalt]

Does anyone know where we can go to backtest intraday strategies beyond the 60 days that is available through esignal?

[pillagingpiper]

currently, the eSignal intraday servers only carry data back 60 days, hence the limitation. You can go back farther on the Daily, Weekly, and Monthly charts.

[underdog430]

Backtesting 60 Days

Hi,

1) What is the current info on when additional days of data will be available (beyond 60)?

2) When backtesting using a chart with 60 days of data, the backtest only processes 54 days (it goes back to 4/10/03 from 07/02/03). This seems to be a consistent problem (I use a time template that pulls up 60 days and I have a number of reports that have the same problem). Any ideas?

Thanks.
Mark

[JayF]

Re: Backtesting 60 Days

Originally posted by underdog430
1) What is the current info on when additional days of data will be available (beyond 60)?

This is scheduled to be in with eSignal 7.5 (ETA~Late Aug. / Early Sept.)

2) When backtesting using a chart with 60 days of data, the backtest only processes 54 days (it goes back to 4/10/03 from 07/02/03). This seems to be a consistent problem (I use a time template that pulls up 60 days and I have a number of reports that have the same problem). Any ideas?

This is likely caused by the amount of study data loaded in the chart. In running a MACD Backtester, I also at first only had 55 days of backtesting results even though 60 days or data was loaded, but in looking through the MACD data, I only had 55 days.

[Doji3333]

What I think...

I think the EFS script for backtesting FAILED before both the MACD values were available. Thus, the system actually started working on the first bar where the MACD variables were available.

At least - this is my understanding of the way EFS works. I have noticed that even if my EFS code is in perfect syntax, if I try to getValue something that does not exist, then my code does nothing - faults out and quits.

Hope this helps...

Brad