globalATR within RandomizeHistoryData.java remains constant after the first 14 bars...

It is not a dynamic value, it is computed only once for the whole backtest, from the first X bars of the data - to have some reference of the volatility of the data - but it doesn't measure volatility of full data, only the first part.

If you want dynamic ATR in randomize data you can create a copy of that snippet and compute your ATR dynamically from the data as they come or as you change them.

Mark and the dev team, please kindly take a look at my task here, im not sure how Dave from BA has done it, but from my experience it runs quite well in performance speed, it is using a global ATR that you can actually define in the global settings area in the software,

Anyway my suggestion in the task is using % of price randomisation rather than ATR but both versions would be awesome to have by user selection

https://roadmap.strategyquant.com/tasks/sq4_9343

Yey!, Thanks Mark!, This is absolutely crucial,

ATR must work properly, please see the link above of Dave from BA he explains it very well.

The only thing we need is that globalATR fixed so it will recalculate itself and not be based on the first initial 14 bars or so...,

Also i would like to request a place that the user can specify the globalATR value (global settings window)

Some like to use different ATR values.. 13 14 20 21.

Thanks for considering this task again :) waiting for the fix!

https://roadmap.strategyquant.com/tasks/sq4_9343