Hi, this question is, I’m afraid, directed to Nicolas.  Désolé.

I’m an end-of-day free platform user.

When trying to debug the code for the strategy presented by the forum member quo, I’ve found that for non-US/UK stocks, functions like BarIndex, High  or Low give values corresponding to the bar previous to the bar currently active in the flow of the code.

This delay of one bar causes logical errors in the strategy or in the best of cases produces buys or sells one bar later than expected, which is inadmissible, especially on weekly or monthly time frames.

To prove the case and just to be on the safe side, being the tool graph a little tricky when there is any kind of error in the code, I’ve used the simplest of trading systems to graph barindex and high of an US stock (MU) and a french one (ORA):

// _ts_Dummy
if not onmarket and 1 < 0 then   // do nothing
buy 1 shares at market
endif

graph high coloured (0,255,0)
graph barIndex coloured (255,0,0)
// end of _ts_Dummy

Are you aware of this issue or am I just nuts?

Merci et bon week-end. Pas de hâte (I’m not nuts. Yet)

ORA.png MU.png