price() need to be called at least once()?

Posted By: tickserver

price() need to be called at least once()? - 10/22/23 22:58

I use a binary options strategy with 1h-candels and TimeFrame=2.
Because of broker restrictions I want to exclude trades [18:00-22:00[
The following code snippets do the exclusion correctly.
With the code block 1) in my strategy I get different results in backtesting than with 2)

1)

Code

vars Price = series(price());
int h = hour(0);
if (h>18 && h<22) return;

2) (quite different results:)

Code

int h = hour(0);
if (h>18 && h<22) return;
vars Price = series(price());

Why?

Posted By: tickserver

Re: price() need to be called at least once()? - 10/24/23 22:43

Found some explanation in Zorro-help regarding "series()"

"Therefore series calls cannot be skipped by if or other conditions that change from bar to bar (see example below)."
I do not understand the explanation but this must be the reason.

Thread closed.