hi.
what happens if intraday data and daily data doen't fit when using bar magnifier?
for example,
say, daily data's high is 200 but intraday data's highest high of that day is 190.
trading daily bar, entered with buy at 195 stop.
then what happens?
thanks.
what if intraday data and daily data not fit using bar magnifier? [SOLVED]
- JoshM
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Re: what if intraday data and daily data not fit using bar magnifier?
As far as I know, when the 'Bar Magnifier' is enabled its data is used as input for the strategy's order calculations.
So in the case where the 'Bar Magnifier' has a lower low than the daily chart shows, in theory the data of the first 'wins' from the second.
But in your example there's quite a big difference between the daily bar and the intra-day data. It might be that MultiCharts uses special rules in those situations just so that missing intra-day data or incorrect data doesn't skew a strategy's behaviour.
So in the case where the 'Bar Magnifier' has a lower low than the daily chart shows, in theory the data of the first 'wins' from the second.
But in your example there's quite a big difference between the daily bar and the intra-day data. It might be that MultiCharts uses special rules in those situations just so that missing intra-day data or incorrect data doesn't skew a strategy's behaviour.
- Kate MultiCharts
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Re: what if intraday data and daily data not fit using bar magnifier?
Hello rokanten,
Original bars are included in the backtesting precision too. That’s why, while using Bar Magnifier, the extrema of the base resolution will be present in the strategy calculations.
Original bars are included in the backtesting precision too. That’s why, while using Bar Magnifier, the extrema of the base resolution will be present in the strategy calculations.
Re: what if intraday data and daily data not fit using bar magnifier? [SOLVED]
i've tested all situations i can imagine, and got my own conclusion,
which is what kate replied.
anyway, thanks kate.
which is what kate replied.
anyway, thanks kate.