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Date/Time: Mon, 16 Sep 2024 19:21:52 +0000



Post From: Referencing Other Chart Data

[2024-06-27 12:46:23]
User538264 - Posts: 26
Let's say I have two charts Chart A and Chart B Chart is of 60mins and Chart B is of 240 mins, If I am looking for a crossover in Chart B, and then taking trade in Chart A.
I use sc.GetNearestMatchForDateTime to get the respective index from chart A to Chart B.

After referencing when I use the Chart B data, Will I get running Candle Details from Chart B or closed candle

For Example, when back testing,

4 Chart A Candles make 1 Chart B Candle
when I want to take trade on my 2nd Candle in Chart A, I fetch something from Chart B. let's say I get High price of the Candle from Chart B, will I get the High Price of the closed Candle or the running candle.

I am not sure if I am making myself clear but let's look at it this way

Chart A
t1 - Open : 1 High : 2
t2 - Open :2 Close :3
t3 - Open 3 Close 4
t4 - Open 4 Close 5

Chart B
t1-t4 : Open 1 Close 5

Now When I am fetching Close Price from both Chart A and Chart B
at t2

from Chart A I'll get 3
What will I get from Chart B?
3 or 5?

All of this when I am backtesting