Support Board
Date/Time: Fri, 31 Jan 2025 09:04:48 +0000
Post From: Automated Trading
[2019-02-19 15:35:15] |
Sawtooth - Posts: 4164 |
I added Daily OHLC study, it works as I need but when i run back test with this study it's very very very slow.
There is nothing inefficient about the Daily OHLC study. It must be something else. Here's a possibility:Chart Studies: Study Calculation Precedence And Related Issues So can I calculate Daily High and Daily Low for the previous day somehow differently?
You could use the High/Low for Time Period - Extended study.This wouldn't fix an unrelated inefficiency problem. You could calculate it on the spreadsheet: O3: =IF(INT(A3)>INT(A4),C3,MAX(C3,O4)) current day's midnight-to-midnight high P3: =IF(INT(A3)>INT(A4),O4,P4) previous day's midnight-to-midnight high Q3: =IF(INT(A3)>INT(A4),D3,MIN(D3,Q4)) current day's midnight-to-midnight low R3: =IF(INT(A3)>INT(A4),Q4,R4) previous day's midnight-to-midnight low |