Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102
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To comment on your findings, I would need to test the strategy.
There are limitations that apply to range bars, because a range bar is only closed after the first tick of the next bar has been detected. We have discussed the issue here:
Please download the access indicator and check whether it behaves in a similar way as your strategy.
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