Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Hello - Does anyone know if there is any way to use TB to run a test on a data set for which you only have the day's closing price? I am perfectly happy to have all buy/sell's on the close in this case. When I put in data with only a close and no open/high/low, it doesn't show anything on the graph. Not sure how to proceed with this one. Any advice?
Hmmm ... would O=H=L=C be interpreted as a lock limit day? If so, one would have to permit trading on lock limit days. To avoid the issue, you could put L 1 tick below close and O / H at one tick above.