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Date/Time: Sat, 18 May 2024 06:00:16 +0000



Post From: Moving average based on Closed Profit/Loss study

[2021-03-26 22:24:42]
Sawtooth - Posts: 4000
Suggestions/comments:
1.
- When using the Study/Price Overlay study to/from a non-time-based chart, the 'Data Copy Mode' needs to be set to 'Earliest...'
Auto Trade System Back Testing: Performing Back Testing on a Trading System That Uses Multiple Charts
- You can also try the different settings of 'Bar Time Matching Method'.
- 'Fill Blanks With Last Value' will need to be 'Yes'.

2.
Try overlaying the the Closed P/L study to the 5min and 4h charts, then use the Spreadsheet Formula/SMA skip zeros on the overlaid P/L study.
You'll have to adjust the SMA's length to something equivalent.

3.
A 100 volume chart of the GC will have mostly shorter timed bars than 5 minutes, so when you overlay to a 5min or 4h, you will have blank times that will be filled with the Last value. This will give the appearance of flat segments.