Invalid trade price using entry rules - when timeframe > step
Posted: Sun Dec 25, 2022 9:17 am
When you have a back test with higher timefrate (let's say 5 minutes) than the step (let's say 1 minute) and you are "mid bar" using the steps option:
1. If you trade using right click and buy/sell order - everything is fine, you trade using current (mid bar) price.
2. However if you trade by using (manually dragged and dropped) entry rule with buying set as "instant" - the price used is not current "mid bar" price but instead it is close price "from the future", from a few steps ahead when the steps come to the the next bar according to the timefrate.
1. If you trade using right click and buy/sell order - everything is fine, you trade using current (mid bar) price.
2. However if you trade by using (manually dragged and dropped) entry rule with buying set as "instant" - the price used is not current "mid bar" price but instead it is close price "from the future", from a few steps ahead when the steps come to the the next bar according to the timefrate.