When back-testing or optimizing with the bar magnifier on, you get finer fill granularity and gain greater certainty that stop and targets are hit in the correct order. Excellent feature!
However, when reviewing the Strategy Performance -> Trade List, with magnifier on, the entry and exit times of stops and targets are still being reported as open/close of the large bar, not the actual time being hit per the bar magnifier resolution.
Is this a bug, over-site or a feature?
Strategy Performance / Bar Magnifier
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- Henry MultiСharts
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Re: Bug, feature in Strategy Performance / Bar Magnifier
Hello lavalampmj,
This is expected behavior.
Order time in the report depends on the chart resolution.
The report time is rounded. For example:
order filled at 11:57:15 will appear in report as 11:58:00 - for minute resolution
11:57:15 = 11:58:30 - for 30sec resolution
11:57:15 = 11:57:15 - for tick resolution if such bar time is present on the chart.
This is expected behavior.
Order time in the report depends on the chart resolution.
The report time is rounded. For example:
order filled at 11:57:15 will appear in report as 11:58:00 - for minute resolution
11:57:15 = 11:58:30 - for 30sec resolution
11:57:15 = 11:57:15 - for tick resolution if such bar time is present on the chart.
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- Posts: 8
- Joined: 14 Nov 2013
- Has thanked: 1 time
- Been thanked: 1 time
Re: Strategy Performance / Bar Magnifier
OK understood.
As an enhancement, you might wish to consider using the most granular data available in the generation of statistics, as this makes the stats' more accurate. This is especially important if the data1 series are large, like daily bars for example. It is useful to know when stops and targets are hit within the larger bar's period.
Thanks for your consideration.
As an enhancement, you might wish to consider using the most granular data available in the generation of statistics, as this makes the stats' more accurate. This is especially important if the data1 series are large, like daily bars for example. It is useful to know when stops and targets are hit within the larger bar's period.
Thanks for your consideration.
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times
Re: Strategy Performance / Bar Magnifier
Thank you for your suggestion. You may want to submit a feature request to the Project Management of our web site so other users can vote for it: https://www.multicharts.com/pm/
All feature requests are forwarded to the management of the company and are evaluated in a timely manner. Please note that even though we value your opinion not all requests can be implemented due to the fact that some features do not fit into our current roadmap.
All feature requests are forwarded to the management of the company and are evaluated in a timely manner. Please note that even though we value your opinion not all requests can be implemented due to the fact that some features do not fit into our current roadmap.