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Date/Time: Wed, 15 Jan 2025 17:55:21 +0000



Post From: BackTest an AutoTrade System -- Is BaseData Modified per the 4 Samplings per Bar??

[2017-07-06 08:12:55]
Samuel - Posts: 8
Let's start over. I want the logic to run on bar close only and use bar based back testing to review the results. However it is undesirable for me that bar based back testing uses OHL prices in testing the condition, I only want the condition to evalute using close price, is there a way to suppress testing using the OHL prices in bar based back testing?

I can accept fills based on either close price of current bar or open price of next bar, but not the OHL prices that I can no longer go back to in a live environment. Thanks.