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Date/Time: Sat, 21 Sep 2024 00:58:28 +0000



Post From: Charts showing different prices in multi-timeframe backtest.

[2019-09-04 06:11:05]
SirGriff - Posts: 1
Hey, we're trying to do some backtesting with the Accurate Trading Sysstem replay, using the replay function on intraday charts which are linked. The charts are: 5m, 10r, 5r. We are jumping forward bar-by-bar on the 5r chart. The problem we are having, is that after jumping forward a few times, the prices/times are not synchronized. On /ES we get varying accuracy on quotes. It is making backtesting impossible. Sometimes it works for a little bit, with the prices being synchronized, and then goes back to being messed up. We could be jumping forward on the 5r, and seeing a move before it's happened on the 5m chart. Included a picture of the charts in question.


http://www.sierrachart.com/image.php?Image=1567576943521.png