Login Page - Create Account

Support Board


Date/Time: Fri, 24 Jan 2025 05:33:14 +0000



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

[2017-07-06 19:56:58]
Samuel - Posts: 8
What I wanted to do is to evaluate the condition only once per bar and be able to obtain accurate results using bar based back testing method, hence I use BHCS_BAR_HAS_CLOSED in my condition.

Judging from your response, this is simply not possible with Sierra Chart. With bar based back testing, the condition will be evaluted during open of next bar using OHLC price even with BHCS_BAR_HAS_CLOSED in my condition. The only way to see accurate results is to use replay back test where the condition will be evaluated using open price of next bar only.

Is that correct, or is there a way to accomplish what I wanted to do with bar based back testing? Thanks