Different close price in historical bars on same bar
GeniuZ
Post subject: Different close price in historical bars on same bar
Post rating: 0
Posted: Tue 10 Apr, 2018, 14:31
User rating: 2
Joined: Mon 30 May, 2011, 15:41 Posts: 86 Location: Czech Republic, Prague
Depends on backtest start date, getBars() returns different close price on same bar, tested on EURUSD, java attached.
How to reproduce: 1) Start backtest from 29.11.2016, close price is 1.06182 on bar 28.11.2016 23:59 2) Start backtest from 30.11.2016, close price is 1.06189 on bar 28.11.2016 23:59
You can see difference on close price on same bar:
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
API Support
Post subject: Re: Different close price in historical bars on same bar
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
GeniuZ
Post subject: Re: Different close price in historical bars on same bar
Post rating: 0
Posted: Fri 13 Apr, 2018, 09:33
User rating: 2
Joined: Mon 30 May, 2011, 15:41 Posts: 86 Location: Czech Republic, Prague
I see error in your parameters, you use year 2017, please use 2016.
API Support
Post subject: Re: Different close price in historical bars on same bar