Hi guys,
I have written an EA. It uses fractals on the daily.
The trigger code is
My broker has since switched to non weekend bars but the older data still has weekend bars, and I am worried they interfere with the backtesting results. Any tips on how to refine the code to avoid weekend bars interfering on the backtester?
EDIT: The more I think about it, the more I realise weekend bars mess with moving average calculations and everything. Where can I test my system back 20 years on high resolution data without weekend bars!
I have written an EA. It uses fractals on the daily.
The trigger code is
Inserted Code
if(iFractals(NULL,0,MODE_UPPER,3) == iHigh(NULL,0,3) && a bunch of stuff) { //place a buy stop at iHigh(NULL0,03)// }
My broker has since switched to non weekend bars but the older data still has weekend bars, and I am worried they interfere with the backtesting results. Any tips on how to refine the code to avoid weekend bars interfering on the backtester?
EDIT: The more I think about it, the more I realise weekend bars mess with moving average calculations and everything. Where can I test my system back 20 years on high resolution data without weekend bars!