Esignal backtesting

[donaldduck3419]

I am have never used esignal to backtest something, could someone please write the formula to backtest the following:


enter long position when:
stochastics should be below 15, and cci should
be between 5 and 25.

Exit the position to take profit when:
stochosticks reach 80 or above.

Stop loss, if applicable:
when the cci goes nevative.

enter short position:
stochastics should be above 85, and cci should be
between -5 and -25.

Exit the position to take profit when:
stochosticks reach 20 or below.

Stop loss, if applicable:
when the cci goes positive.

if someone could write the backtesting formula for me on esignal, i would appriciate that very much.

 

[limitdown]

I am certain that you have far more tweaks to those broad parameters.

just reading through them, I can see your trading account being exhausted in under half a trading session.

it might be that TS7 is vastly superior to eSignal in these areas of system testing and back testing.

prove me wrong, though....

 

[JayF_eSignal]

This certainly could be done in EFs (eSignal Formula Script). I would suggest, however, that this request be posted on our forum under the New Study Suggestions forum.

 

[GeorgeSoros]

For sure it is possible to code it in eSignal, the only problem with eSignal is that the intraday history is limited, too limited to do a serious backtesting.

Will you increase the length of intraday history with eSignal 8.0 release ?

 

[donaldduck3419]

Quote from GeorgeSoros:

For sure it is possible to code it in eSignal, the only problem with eSignal is that the intraday history is limited, too limited to do a serious backtesting.

Will you increase the length of intraday history with eSignal 8.0 release ?

i am only seeking a formula to backtest that for the past few days on esignal. I can do it with various stocks to get an accurate result. If anyone could give me the formula for that i would really appriciate it.

 

[JayF_eSignal]

Quote from GeorgeSoros:

For sure it is possible to code it in eSignal, the only problem with eSignal is that the intraday history is limited, too limited to do a serious backtesting.

Will you increase the length of intraday history with eSignal 8.0 release ?

There is more information available regarding the status of our intraday history project available at http://forum.esignal.com/showthread.php?s=&postid=9566#post9566