Incorrect bar counting and open and close position prices

• 05/23/2018 at 7:42 AM #71138
  Vonasi

  I started a thread in the ProOrder forum but think that it would be better discussed here and hopefully someone from PRT will pick up on it and hopefully provide a solution.

  It is regarding incorrect counting of same colour runs of candles and also incorrect opening and closing prices for positions. The issue seems to be on weekly and (x) day charts.

  This is the original thread:

  https://www.prorealcode.com/topic/counting-of-bars-incorrect-results/#post-70774

  

  Vonasi

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  06/02/2018 at 10:40 AM #72028
  Vonasi

  I have sent a technical report to PRT regarding this issue and highlighting the original thread.

  I am sure that this is something to do with (x) day data being taken from other size candles but not sure why weekly are effected.

  On a separate note testing strategies on (x) days data is difficult to backtest because the day you start testing on will effect how the candles look going back – you will in effect have to test on 26 charts 26 days in a row to truly backtest.

  

  Vonasi

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