Support Board
Date/Time: Wed, 27 Nov 2024 08:47:01 +0000
Post From: Study output becomes incorrect when backtest is started
| [2023-09-12 03:43:33] |
| User635871 - Posts: 6 |
|
Hi, in my study, I use the function sc.Highest to calculate the highest high of the trading day (inraday). I use sc.GetFirstIndexForDate to get the index of the first bar of the trading day and use it to calculate the length needed for sc.Highest. Everything works well until I start the Backtest. With the first day of the backtest period, my highest high calculation gets messed up completely. I checked the bar and study data several times, and the miscalculations start exactly with the backtest period. What is a possible reason for that? |