CalculateOnLastBars for ProOrder

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    Ξ3
    Participant
    Average

    Hi All,

    Would the CalculateOnLastBars instruction for ProBuilder affect the value of an Infinite Impulse Response filters (IIR) such as an Exponential Moving Average (EMA) since it is calculated on the last X amount of bars?

    Does ProOrder have an instruction like CalculateOnLastBars to emulate this behaviour?

    Many thanks!

    #166290 quote
    Nicolas
    Keymaster
    Master

    CalculateOnLastBars will reduce the history for the calculation of your indicator, therefore it will only be visible for that part (CalculateOnLastBars) of history.

    There is no such instruction in ProBacktest / ProOrder.

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CalculateOnLastBars for ProOrder


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
4 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/18/2021
Status: Active
Attachments: No files
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