1) Does it support Market Replay? It doesn't execute orders in market replay mode, even though i downloaded and i'm able to execute orders I downloaded 4 days of market replay data, opened the chart (with Unirenko data-type) and set the strategy to run, but no orders. I am able to generate orders with the same strategy on Renko data-type and downloaded data
2) Backtestability issue - Why is the Open Offset minimum 1 and not 0? Setting it to 1 would generate spurious Limit order fills during backtesting in the scenario where I have Limit orders at 1 offset to Close[0] and the real price doesn't touch the offset. For example, i set
if (Close[0]>Open[0]) EnterLongLimit(-1 tick) and the offset is 1, the order will fill whether or not price at the next bar goes under Close[0].
- How can i modify code to allow a minimum offset of 0?
- Will this make it fully backtestable and optimizable? Or are there other issues with backtesting unirenko bars?
- Also, how do i make the OpenOffset and ReversalTicks optimizable parameters?
3) In NT8, i believe tick-by-tick backtesting is supported (with Calculate at BarClose = False). Is it possible to use this data-type with NT8 for tick-by-tick backtesting to get more accurate results?
4) Is there another Renko bar plug-in in NT7/NT8 that is fully backtestable and addresses these issues?
** not sure how to add the author (@monpere) to this thread so he could respond.
thanks
Kiran
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