I want to backtest a strategy, generating bars for whenever there is data for that bar.
Following the
BarMode documentation, e.g. "For trading assets even at weekends, such as cryptocurrencies, reset BR_WEEKEND before sampling bars", I put this at the beginning of my script:
if (is(INITRUN)) {
features = malloc(num_features * sizeof(var));
set(BR_MARKET | OFF);
set(BR_WEEKEND | OFF);
}
However, comparing with an export from the ZHistoryEditor, I see that the script is skipping thousands of bars (I presume on the weekend but I have not carefully checked yet).
Also, according to the docs, after resetting BR_WEEKEND, I would expect
StartWeek and
EndWeek to have no effect, yet changing these does affect the number of bars generated.
What am I misunderstanding, or is there possibly a bug here?
