Support Board
Date/Time: Wed, 25 Dec 2024 13:49:53 +0000
Post From: 5m study overlay onto 1m chart - data different for bar-backtest versus sim/live
| [2015-08-14 02:36:00] |
| hung4me - Posts: 8 |
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I am overlaying a 5 minute moving average onto a 1 minute chart and using it in ACSIL program. When backtesting, the value stays the same for five 1 minute bars, changes and stays the same for another five 1 minute bars, etc. When connected to data service however, the 5 minute moving average changes every 1 minute bar. This leads to inconsistent results between backtest and sim test. the below log snippet shows this and also the RSI overlay does the same. On the overlay study settings, I have "draw zeroes" set to no and Bar Time Matching Method set to nearest match. Also odd is that the 5m subgraphs show like the values only change every 5 minutes but the when I reference the subgraph (screen print attached) in my code like 5nowMA[sc.Index] and log it, the values change every minute. Is there some setting I am unaware of to change this behavior? THANKS IN ADVANCE FOR ANY HELP! Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 5nowMA, | 2015-08-13 22:12:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 2080.132568 | 2015-08-13 22:12:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | Slow Fast | 2015-08-13 22:12:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 58.919930 59.375000 | 2015-08-13 22:12:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 22 13 | 2015-08-13 22:13:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 5nowMA, | 2015-08-13 22:13:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 2080.087158 | 2015-08-13 22:13:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | Slow Fast | 2015-08-13 22:13:56 * Chart: ESU5 [CB] 1 Min #1 | Study: 2 | 58.732719 58.064514 | 2015-08-13 22:13:56 * Date Time Of Last Edit: 2015-08-15 22:41:04
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