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Date/Time: Sun, 24 Nov 2024 03:41:42 +0000



Referencing Other Chart Data

View Count: 208

[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
[2024-06-27 13:24:06]
User907968 - Posts: 823

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
Then How am I supposed to replay them in sync, If I replay all charts will they replay in sync?
[2024-06-27 13:58:49]
User538264 - Posts: 26
It asks me some processing speed in seconds, what is that?
[2024-06-27 14:12:51]
User907968 - Posts: 823
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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