Support Board
Date/Time: Wed, 15 Jan 2025 23:49:19 +0000
Post From: ACSIL accessing tick-data sc.Index during System Replay Backtest mode
[2017-09-25 09:22:26] |
User553714 - Posts: 184 |
Hi, I am running a "Auto Trade System Replay Backtest" on a 1-minute bar chart; the sc.Index is numbered in relation to the 1minute bars. Is there anyway to access the actual tick/data-record that each back test calculation is performed on, like a sub-index of the 1-minute bar index? My guess is that these are being accessed using their sc.DateTime and a sub-index between the 1minute bars is not maintained as the number of ticks would be different for every bar? I am trying to understand exactly why a trade consistently triggers during a Bar-based test and Not during a Replay Backtest which is significantly more accurate; in order to be able to do this I need to access the data inside the 1minute bars, are there any provisions to do this as everything sc seems to be sc.Index based? Regards |