Here a more indepth look at the different types of prices that are generated from the tick data:

Code:
function run()
{
	set(TICKS);  // generate and use optimized parameters
	History=".t1";
	TickTime=1000;
	BarPeriod = 5./60.;	// 1 second bars
	LookBack = 50;
	StartDate =20180105;
	EndDate =StartDate+20; 	// fixed simulation period
	
	assetList("HistoryAssetsTest.csv");
	asset(Assets[0]);

// plot signals and thresholds
	 plot("price",price(),0,BLUE);
	 plot("priceOpen",priceOpen(),0,RED);
	 plot("priceHigh-1",priceHigh()-1,0,GREEN);
	 plot("priceLow+1",priceLow()+1,0,CYAN);
	PlotWidth = 600;
	PlotHeight1 = 900;
	PlotHeight2 = 900;
	set(PLOTNOW);
}

with output:



In particular the generated open and close prices seem kind of weird. Would that influence backtesting? How to make all prices appear appropriate?

Last edited by Kaga; 12/20/18 16:57.