Support Board
Date/Time: Mon, 23 Dec 2024 04:06:39 +0000
Post From: "auto trade system replay back test"
| [2015-09-01 18:50:57] |
| User175327 - Posts: 36 |
|
HI- A quick question: I have been using the "auto trade system replay back test" for a 4 range chart that has a "study/price overlay" that is an ask/bid volume difference bar for a 5 minute chart. One of the contingencies I am back testing for entry is based on the last or current ask/bid value(delta) of the current 5 minute bar.....for example if the ask/bid volume is +50 or -50 as a preset to entry. It is just one of many things in my entry formula but I am concerned the back test is only calculating the closing value of the 5 minute bar and thus, giving me false results in the back test. I realize that in a live market the formula is able to give the most recent value for the study being overlayed but what happens in the back test? If I change the "settings and inputs", specifically set the "synchronize" to "no" the charting system doesn't seem capable to populate the data for the corresponding study overlay onto the 4 range chart, and if I leave "synchronize" to "yes" It seems the back test is looking at the data only after the close of the 5 minute bar and not the individual 4 range bars. Any suggestions or help would be great!! |