Houston TX
Legendary Market Wizard
Experience: Advanced
Platform: TT and Stellar
Broker: Advantage Futures
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,388
Thanks Received: 10,207
|
As @ABCTG said you need to enable "LIBB" or "look inside bar backtesting" otherwise the platform can't detect how a bar evolved from open to close and make assumptions that not necessarily reflect the situation that was present realtime.
Also a word of warning. Be very careful with percentage, multiplication and division of prices on continuous contracts. Every time there is a contract roll, the history changes, and hence your 'percentage, multiplication or division' changes as well. This may not be pronounced with equity index contracts but in some of the energy and metal contracts the effect can be significant.
|