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Date/Time: Sat, 11 May 2024 05:05:37 +0000



Post From: Problem understanding overlay study

[2017-06-20 08:09:28]
wwwingman - Posts: 185
> The bar starting at 14:52:51 does contain 14:55:00. This is clear.

This is NOT CLEAR to me based on the #1 14:52 bar.
It may be considered clear when using the #2 next bar info (14:55:01), but this is *futur* information, so it cannot be used for backtesting.

I may be wrong, but when analyzing *closed* bar data, the only time available data is the start of the bar (sc.BaseDateTimeIn).

> nearest match instead
1. it will draw the same bar in this case.
2. it is the same problem as above, this leads in some cases to overlay bars that come from the "futur", so bad for backtesting closed bars.

Bottom line : My starting point is that you are right, and I am wrong. But the fact the sc.GetContainingIndexForSCDateTime draws the bar where I expect it (one later than the overlay study..) makes me thing the overlay study makes intentional choices that are not fully clear to me, or that lead to being useless for my backtesting.

FWIW : I can understand you decide this is beyond the scope os support and stop assistance here.

-- W