I tried to do some system backtest on 2401 volume chart, i.e. I compressed 2401 contract data into 1 bar. I would like to verify the easylanguage concept here.
In the following statement:
MyMACD = MACD( Close, FastLength, SlowLength )
The close is the "close" value in the 2401 compressed bar rather than the value of each tick. Is my concept correct? When I apply an indicator on the volume bars, the indicator will also base on the close of the 2401 compressed bar, is it?
backtest on 2401 volume chart
Questions about MultiCharts and user contributed studies.
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