Lookback period in Z13 - offset ?

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Lookback period in Z13 - offset ? #480745 07/06/20 18:20 07/06/20 18:20
Joined: Mar 2018 Posts: 62 hast29 OP Junior Member
hast29 OP Junior Member Joined: Mar 2018 Posts: 62	Hi, I am concerned I have an error in my Z13.ini setup or there is a bug somewhere in the Z13 strategy itself or in the IB plugin. When running the Z13 script, there is the lookback period of 90 daily bars for calculating the SPY volatility. For some reason, the last bar is a “tomorrow“ price. I.e. I am running the script at 6.7.2020 13:18 NY time, and the last price in the lookback list is 7.7.2020 15:40. My local time is CEST (NYT+6) Is there something wrong with my setup – perhaps bar offset parameter in the Z.ini file ? The Z13.log in the attachment. Attached Files Z13_real.log (75 downloads)

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