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Split unadjusted Range bars

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    Split unadjusted Range bars

    Charts and Strategy backtests build or use split adjusted Range bars correctly for certain ranges (e.g. Range 5) but incorrectly i.e. split-unadjusted for others (e.g Range 4 or 6)

    Resulting in ridiculously wrong strategy backtest results

    #2
    Hello drimitri,

    Thanks for your post.

    Can you perform your strategy back tests using the sampleMACrossover strategy (provided with your NinjaTrader) and advise if the same observations occur?
    Paul H.NinjaTrader Customer Service

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