CalculateOnLastBars for ProOrder

• 02/18/2021 at 3:46 PM #161928
  Ξ3

  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!

  

  Ξ3

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  04/06/2021 at 3:47 PM #166290
  Nicolas

  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.

  1 user thanked author for this post.

  Ξ3

  

  Nicolas

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