DislikedMy Tick data back test using BD (I think I got them correct) settings on the M30 is finally complete, please see screenshot of Graph/Results/Settings and an excel spreadsheet. There is a Flat Line in the graph where trades opened and closed simultaneously which I have reported to R4M on the other thread. For me the next step is to analyze the trades in visual mode and see what the EA was doing, I may have to do this using OHLC for the indicator to work in Strategy Tester. When scrolling back on the M30 live chart the Upper and Lower bands shift...Ignored
QuoteDislikedto use the data from the last period for the current bands.
First of all, shifting is natural. Shifting is the same as "recalculation". It occurs because intra-bar ticks have different prices. There will always be recalculation with the current bar since it is caused by ticks.
Secondly, we trade in the present, not in the past. I would always favor current data over stale data.
Thirdly -- the shifting seems more pronounced because we overlay a HTF bar on a LTF chart. This is equivalent to zooming in by an order of magnitude or more. So this makes shifting appear more pronounced.
Fourthly -- the goal is good trading performance. The goal is not to avoid shifting.
Given a choice between a strategy that performs well and shifts versus one that performs poorly and doesn't shift, I would choose the former. Some people are more interested in shifting. Furthermore, there is zero evidence that even if there were no shifting it would impact performance. It's based on a hunch. Hunches have their time and place -- but we have a tiger by the tail and pursuing hunches isn't on the current road map.
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