Backtest & intraday data
Posted: Tue Sep 10, 2024 4:58 pmHello, I have one question.
Does the Backtest module take into consideration intraday highs and lows when calculating the Worst parameter?
In other words, is the largest intraday excursion considered when evaluating worst, or just the daily close is considered?
Does the Backtest module take into consideration intraday highs and lows when calculating the Worst parameter?
In other words, is the largest intraday excursion considered when evaluating worst, or just the daily close is considered?