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Close on Daily Chart does not Match close on shorter timeframe

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    Close on Daily Chart does not Match close on shorter timeframe

    When I look at the close on a daily bar it does not match the close when I use a shorter timeframe bar. How do I make them match?

    #2
    Hello jrbeaudoin,

    Thank you for your reply.

    Daily bars have a Settlement adjusted Close Price from most data providers, whereas the intraday bars would not reflect that settlement adjustment. If you want them to match, you can use a 1440 minute bar instead of 1 day.

    Please let us know if we may be of further assistance to you.

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      #3
      Thank you. When I set the bars to 1440 minutes, my strategies (both my custom strategies and the built-ins) do not work. What is the workaround for this?

      Comment


        #4
        Hello jrbeaudoin,

        Thank you for your reply.

        Is Exit on Session Close checked in the parameters for the strategies? If so, uncheck it - do you still see the same using the built in Sample MA Crossover?

        Thanks in advance; I look forward to assisting you further.

        Comment

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