Backtest result very different after upgrade to 15.0 Release 2

josh0306 · Jul 19 2024

And I found out what's causing the big difference - is my extensive use of these functions in my strategy to find out the previous day's low and high -

Code: Select all

Value1 = RS_DailyDataArray( NumDays, arr0, var0, arr1 ) ;
condition1 = CurrentBar = 1 or Date <> Date[1] ;
if condition1 then 
	begin 
	Value2 = RS_TrueExtremes( NumDays, arr0, var0, var1, var2, 
	 var3 ) ;

My question is - has the Release 2 changed any of the output of these functions?? If so, what has changed? I can't seem to find info on this from the release note.

Thank you in advance.

faraz · Sep 02 2024

MC older and MC latest version comparison required to identify the issue or to re-write updated function to calculate as per requirement.

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