Back Test Entry Date

Optuma Forums Optuma Feature Requests Back Test Entry Date

  • This topic has 3 replies, 2 voices, and was last updated 7 months ago by AvatarKim.
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  • #57015
    AvatarKim
    • Topics: 15
    • Replies: 18
    • Posts: 33

    I’ve been having difficulty getting Exit scripts to behave as intended for Entry scripts that generate a lot of signals.

    The reason for this is that TIMESINCESIGNAL, PRICEATSIGNAL and all the other “SIGNAL” tools use the last signal which is typically not the entry signal picked up during the back test.

    I’m wondering if you could add a constant like “BACKTESTENTRY” which is the signal held by the back tester during its processing of the data. This way, something like TIMESINCESIGNAL(BACKTESTENTRY) would always get the right signal.

    FYI, this is also a problem with the non-trailing stop (Trailing=False), which uses the last signal not the original entry.

    Thanks

    Kim

     

    #57019
    MatthewMatthew
    • Topics: 5
    • Replies: 366
    • Posts: 371

    Hi Kim,

    Please refer to the following post:

    max hold days script

    Specifically the final entry in the thread.  The offset option may allow you to do what you’re after.

    #60169
    AvatarKim
    • Topics: 15
    • Replies: 18
    • Posts: 33

    Hi,

    I’ve been managing around this via spreadsheets for the last few months, but I get so many exceptions it’s becoming difficult to be certain I’m getting the correct information – I’m good at Excel but by no means an expert.

    The Back Tester “knows” the original entry as it is displayed correctly in the “Trade List” tab. What I’m looking for is access to that entry via scripting.

    I’ve attached a PDF that shows the problem; hopefully it’s something you can look at including soon.

    Many thanks again

    Kim

    Attachments:
    #60239
    AvatarKim
    • Topics: 15
    • Replies: 18
    • Posts: 33

    Hi again,

    I’m guessing this post got missed as all others before and since have had a response, so this is just to get the request back on the list.

    Cheers

    Kim

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