How Signals are Calculated

Note: This article is regarding the calculation done on a Regular chart type.

• Realtime. Normal mode.

The script is calculated on the bar close. Order is placed on this bar close/ next bar open. Order is filled on any tick price within the next bar.

• Realtime. Intra-Bar Order Generation (IOG) enabled.

The script is calculated tick by tick. Order is placed on the next tick. Order is filled on any tick price within the bar.

• Calculation on historical data. Regular mode (IOG disabled. Bar Magnifier disabled)

The script is calculated on the bar close. It is considered that all prices were within the bar (Intra-bar Price movement assumption is used). Order is filled on any price within the bar.

• Calculation on historical data. IOG enabled. Bar Magnifier disabled.

The script is calculated four times on OHLC of the bar. It is considered that all prices were within the bar (Intra-bar Price Movement Assumption is used). Order is filled on any price within the bar with the step (minmove/pricescale).

• Calculation on historical data. IOG disabled. Bar Magnifier enabled.

The script is calculated 1 time on main data series close. It is considered that there were only OHLC values of the detailed data series. Order is filled only on OHLC prices of the detailed data series.

• Calculation on historical data. IOG enabled. Bar Magnifier enabled.

The script is calculated on the Open value of the main data series, then OHLC of each bar of the detailed data series selected in bar magnifier, then on the Close of the main data series. Order is filled only on these O (main) -OHLC (detailed) -C (main) values.

Note: IOG and Bar Magnifier work differently on non-standard chart types. Refer to this article for more details IOG and Bar Magnifier on non-standard chart types

Note: Why is Data Playback strategy performance different from Backtesting results?