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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:23:35 +0000
Referencing Other Chart Data
View Count: 147
| [2024-06-27 12:46:23] |
| User538264 - Posts: 26 |
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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 |
| [2024-06-27 13:24:06] |
| User907968 - Posts: 815 |
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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 If you are replaying all charts you will get 3, if not, you will get 5. |
| [2024-06-27 13:56:20] |
| User538264 - Posts: 26 |
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Then How am I supposed to replay them in sync, If I replay all charts will they replay in sync?
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| [2024-06-27 13:58:49] |
| User538264 - Posts: 26 |
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It asks me some processing speed in seconds, what is that?
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| [2024-06-27 14:12:51] |
| User907968 - Posts: 815 |
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If I replay all charts will they replay in sync?
Yes, that is the idea. It asks me some processing speed in seconds, what is that?
It is all documented. Replaying Charts |
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