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Changes - MultiCharts

Changes

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Data Playback strategy performance and backtesting results will never be exactly the same due to a number of differences between playback and backtesting calculation.
===[http://www.multicharts.com/trading-software/index.php/Signal_Settings| Intra-Bar Order Generation] mode enabled===
* Backtesting with bar Magnifier on tries to execute orders only on OHLC prices of the detailed data series. MultiCharts acts like if there were no other prices in-between (between O and H, between H and L etc.). Therefore the signal is calculated at least (4 * number of details series bars + Open and Close of the main series) times on one bar. I.e. if === Bar Magnifier is set to 1 minute on a 5 minute chart, the signal will be calculated up to 22 times (4 * 5 +2) per bar.enabled ===
* In Data Playback mode (as well Backtesting the signal attempts to execute orders only on OHLC prices of the detailed data series. MultiCharts acts as if there were no other prices in real-time calculationbetween (between O and H, between H and L etc.) MultiCharts tries to execute orders on every tick that . Therefore the signal is received, calculated at least 4 times on one bar (4 * number of details series bars + Open and Close priceof the main series). I.e. if the Bar Magnifier is set to 1 minute on a 5 minute chart, the signal will be calculated only up to 22 times (4 * 5 times +2) per bar.
===[http://www.multicharts.com/trading-software/index.php/Signal_Settings| Intra-Bar Order Generation] mode Magnifier disabled===
* If BarMagnifier is disabled, in In Backtesting the signal is calculated on OHCL OHLC prices and Multicharts MultiCharts "thinks" that prices between OHLC exist. Average The exact number of calculations = BarCount * 4 + local minimums and maximums.
* If BarMagnifier In Data Playback mode the signal is calculated on every tick that is received, but MultiCharts tries to execute orders on Close price of the detailed data series (how detailed your data series is depends on the selected data playback resolution).  ==[http://www.multicharts.com/trading-software/index.php/Signal_Settings| Intra-Bar Order Generation] mode disabled== === Bar Magnifier enabled, in === * In Backtesting the signal is calculated on OHCL prices Close price of the main series, but MultiCharts tries to execute orders on OHLC price of the detailed data series and Multicharts MultiCharts "thinks" that prices between OHLC of the detailed data series do not exist. Average number of calculations  === Bar Magnifier disabled === BarCount  * (detailed In Backtesting the signal is calculated on Close price of the main series size and MultiCharts "thinks" that prices between OHLC exist. * 4 + (Open + In Data Playback mode the signal is calculated on Close of the main series bar)and MC tries to execute orders on OHLC prices of the detailed data series and MC "thinks" that prices between OHLC do not exist (how detailed your data series is depends on the selected data playback resolution).
Thus, the number of calculations and available prices differ significantly. This leads to different results.
 <div style="background-color: #E3FBE5;">'''Note:''' Bar Magnifier mode cannot be used during Data Playback. When BarMagnifier Data Playback is turned on, Bar Magnifier gets turned off if it was enabled, Data Playback calculation does not take into account local extremums and additional Open and Close prices of the main series barpreviously.</div>

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