Strategy Desk Users' Group

[QUIKTDR]

Another response from SD support;

With regards to your two formulas and how they would work in real-time trading:

AND {30' High + .05} Bar[Close,D] < Bar[High,30,1] - .05

We're referencing an open bar in Bar[Close,D] so this in real-time is effectively the last trade. It'll take the high from the previous 30 minute bar and compare it with the real-time price. In backtesting, this will not work properly because Bar[Close,D] will reference the closing price of the day. You'd have to try it with Bar[Close,30] instead.

AND {30' High + .05} Bar[Close,D] < Bar[High,30,2] - .05

An open bar again for Bar[Close,D] but in this one we're looking at the 30 minute high from two periods ago. Both formulas will operate on a tick by tick basis. The only difference is which bar to reference the previous high from.


Therefore, according to SD with the above instructions, I should mirror actual results.

It doesn't!