There is a mismatch in ATR calculation using MultiCharts engine.
When there are empty bars in the atr period.
Example:
- Match
2019-06-26 06:00:00 201.57314600301638
2019-06-26 07:00:00 206.24448870286557
2019-06-26 08:00:00 205.43226426772225
| Empty Bars
- Mismatch
2019-06-26 11:00:00 Real: 195.31065105433612 SQX: 195.21065
2019-06-26 12:00:00 Real: 185.64511850161932 SQX: 185.55013
2019-06-26 13:00:00 Real: 176.46286257653836 SQX: 176.37262
When there will be no empty bars in the future it will start to match again.
Strategy: https://www.dropbox.com/s/r70y7qzmfqataop/mismatch.sqx?dl=1
Data: https://www.dropbox.com/s/8pqnb4gxunuuuq3/btcusd.rar?dl=1
Settings: https://www.dropbox.com/s/e4kwkb47jgpkqgc/btcusd_settings.png?dl=0
Description changed:
There is a mismatch in ATR calculation using MultiCharts engine.
When there are empty bars in the atr period.
Example:
- Match
2019-06-26 06:00:00 201.57314600301638
2019-06-26 07:00:00 206.24448870286557
2019-06-26 08:00:00 205.43226426772225
| Empty Bars
- Mismatch
2019-06-26 11:00:00 Real: 195.31065105433612 SQX: 195.21065
2019-06-26 12:00:00 Real: 185.64511850161932 SQX: 185.55013
2019-06-26 13:00:00 Real: 176.46286257653836 SQX: 176.37262
When there will be no empty bars in the future it will start to match again.
Strategy: https://www.dropbox.com/s/r70y7qzmfqataop/mismatch.sqx?dl=1
Data: https://www.dropbox.com/s/8pqnb4gxunuuuq3/btcusd.rar?dl=1
Settings: https://www.dropbox.com/s/e4kwkb47jgpkqgc/btcusd_settings.png?dl=0
Status changed from New to Waiting for information
I made an ATR indicator test on the data you've provided and the test has passed, I looks like the values are OK.
I can't download the strategy file, the link appears to be broken.
Please send me a proper link and I will test your strategy to make sure everythings fine.
Best regards,
Tomas