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Backtest Entry-Exit at same 1h Candlestick bar #463082
11/14/16 08:14
11/14/16 08:14
Joined: Nov 2016
Posts: 35
therealLeon Offline OP
Newbie
therealLeon  Offline OP
Newbie

Joined: Nov 2016
Posts: 35
Hello,

i was wondering which point of a, for example 1h bar, the zorro backtesting will take in case the entrie and exit happens in the same bar.
Because the backtest can't see the developing of the bar like in live trading. It just sees the 4 datas (High,Low,Begin,End) from the bar.
So is Zorro calc the exit in my favor or against it? I would prefer against me so i have a more reliable Backtest in case this happend often and the strategie is still working fine... .

BR

Leon

Re: Backtest Entry-Exit at same 1h Candlestick bar [Re: therealLeon] #463091
11/14/16 21:49
11/14/16 21:49
Joined: Nov 2016
Posts: 35
therealLeon Offline OP
Newbie
therealLeon  Offline OP
Newbie

Joined: Nov 2016
Posts: 35
Found it on my own - in case somebody else faces this question:
Have a look at the TICKS Flag discription. It will answer this question.


Moderated by  Petra 

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