Support Board

Date/Time: Thu, 02 May 2024 18:22:43 +0000

Post From: Bid/Ask Depth Bars: Discrepancy Between Live Values and Historical

[2019-08-19 14:25:00] Link To Thread - Link To Post [Go To First Post]
User41727 - Posts: 124
I have noticed that the aforementioned study sometimes calculates values that are inconsistent between live (and also replay) and historical calculations, i.e. when when doing reload & recalculate, the value of the study changes. This was happening with the old implementation, and I had hoped that this would be fixed with the new one, but it is still happening. This also raises the question of which value is actually the correct one, which is important when backtesting ASCIL-based signals that can change based on discrepancy.