Signal Date in Back Test

Optuma Forums Optuma Scripting Signal Date in Back Test

  • This topic has 0 replies, 1 voice, and was last updated 1 year ago by Kim.
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    Kim
    • Topics: 22
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    Hi,

    I’m having trouble getting the back tester to find the latest actual signal, rather than just the latest signal.

    In the attached image, I have a number of Show Bar and Show View scripts, all of which are working as intended.

    The yellow lines represent a signal
    The green shaded area at the bottom representsa “normal” exit period
    The dotted lines indicate the time since the signal (10, 16 and 21 bars)

    The plan is that if the entry hasn’t triggered a normal exit within 20 bars to exit on the 21st bar

    On 26 October 2021 there is a signal which exits on 4 November 2021. (Note: I have market condition criteria in the back tester that stops the 26 October signal from generating a buy entry.)

    On 9 November 2021 there is another signal and the back tester correctly generated a “Buy” on Next Day Open. As you can see, the back tester generated an exit on the 21st bar after the 26 October signal, not the signal from which it generated the entry.

    Any suggestions would be welcome. If it’s a limitation of the back tester, is it likely to be prioritised for a fix?

    Many thanks as usual

    Kim

    • This topic was modified 1 year ago by Kim.
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