Replies to post #266 on Strategy Desk Users' Group

[mattie633]

<<if you enter market orders, you really need to see the level II to see how many offers are out there>>

LOL... what a nice problem to have. I ain't quite there yet. Gimme a few months. I have the capital, but not the skill, sorry to say.

[FreshlyBlended]

Lets break this down to help identify the differences in both situations so we can identify what actions need to be taken to eliminate the differences.

The bold underlined text is the difference in back testing in both scenarios.

non-inter-bar 5 min interval back testing
1) Formula is "AccumulationDist[AD,D] > 0"
2) Above formula is looking at previous closed D bar.
3) Formula evaluated every 5 min
4) Formula evaluated on closed 5 min bars only
5) Formula eval results cause action to be taken on the next 5 min bar.

inter-bar back testing
1) Formula is "AccumulationDist[AD,D,1] > 0"
2) Above formula is looking at previous closed D bar.
3) Formula evaluated every tick
4) Formula evaluated on closed D bars only
5) Formula eval results cause action to be taken on the next 5 min bar.


====================
Based on this data
====================

A) How can we get "inter-bar back testing" (or "live") formula to be evaluated every "5 min interval" and not "every tick"?

--OR--

B) How can we get the results of "inter-bar back testing" (or "live") evaluated "every tick" to be the same value for every "5 min interval"?