View source for 4.6.7 Price Movement Emulation within the Bar at Backtest and Optimization

[[File:BarMagnifier.png|right|BarMagnifier]]

During historic calculation MultiCharts .NET emulates the movement within the bar, tick by tick, upon which the order can be filled. The emulation of the price movement within the bar, by default, is executed with the '''[[Intra-bar Price Movement Assumptions]]''', upon all possible ticks. 

Where the price moves after Open, towards High or Low of the bar, is specified by the proximity of Open to High or Low: if Open is closer to High, then the price movement will be emulated (upon '''[[Intra-bar Price Movement Assumptions]]''') as Open –> High -> Low -> Close, or if Open is closer to Low as Open –> Low -> High -> Close. At all the sectors of it, all possible ticks are calculated with the minimum price step.But in real-time the emulation with [Intra-bar Price Movement Assumptions] does not occur, every tick, received from the data source, is used. 

To emulate the price movement within the bar more precisely, and to be more precise on historic calculation to real-time calculation, there is Bar Magnifier mode in MultiCharts .NET. To enable Bar Magnifier mode, select Strategy Properties, at this dialog window, click on Backtesting tab and select Use Bar Magnifier at Backtesting Precision section.

In this window you can select by tick, by second, by minute or by day for greater precision. 

In Bar Magnifier mode, the price movement within the bar will be emulated by ticks Open-High-Low-Close or Open-Low-High-Close (with '''[[Intra-bar Price Movement Assumptions]]''', whether the Order is closer to High or Low) the smallest resolution within the detailed bar. In Bar Magnifier mode, it is considered that there are no ticks between the detailed resolution ticks. 

There is also an Extended Backtesting mode in MultiCharts .NET, in which, the strategy still analyzes the signal data series (Data Series 1) to which the strategy is applied, but also executes upon the prices of an additional bid/ask data series (this can be any subsequent data series such as Data Series 2, 3, 4, 5, etc.) on the same chart that may be needed for the real trade emulation using symbols with big spread (for example, Forex). In Bar Magnifier Mode the main data series, Data Series 1 and the additional bid/ask data series; in this case Data Series 2 will be detailed. The calculation will be done using only Data Series 1 bars. The orders will be filled using the bid/ask ticks of Data Series 2 with the buy orders executed using the ask prices and the sell orders executed using the bid prices. The OpenPL will also be calculated using bid/ask prices of Data Series 2 and not the bar prices of Data Series 1.