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Direct MessagesDate/Time: Thu, 18 Apr 2024 21:19:30 +0000
[Programming Help] - high/low period extended displays wrong values in spreadsheet study trading system
View Count: 458
| [2020-07-08 21:07:15] |
| User556729 - Posts: 3 |
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I'm using the high/low time period extended study to capture the open/close of candles. I indicate the time of the candle of interest and specify to display the open and last value of that candle. When I plot the study on a chart, it displays the correct open and close. When I do a bar based backtest every now and then instead of displaying the open and last value of the candle of interest, it will take the open and low value of the candle of interest. My strategy is based around the open and closing value of candles and this way I'm not able to backtest reliably using the bar based backtest option. This is the only viable option for me to backtest. What can be done to get these values to be displayed correctly? |
| [2020-07-09 03:10:30] |
| Sawtooth - Posts: 3973 |
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If you are using a High/Low study to capture the Open/Close, you must be using Renko bars. In this case, you'll need to add the Renko Visual Open/Close Values study for accurate Open/Close values. To see the occasional differences, use a spreadsheet column to compare. Now you can capture the Open/Close of the candle of interest with a spreadsheet formula. This might work better when using the Bar Based Back Test. |
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