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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?

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