I have collected ES data live from my data provider for the last 6 months with master instrument set for "GlobalMergePolicy", and Tools>Options>Data set to "MergeBackAdjusted" and "SaveChartDataAsHistorical".
My experiment was to change Tools>Options>Data from "MergeBackAdjusted" to "DoNotMerge", run some backtests with Strategy Analyzer, change to "MergeNonBackAdjusted" run some more backtests and then change back to the original "MergeBackAdjusted". This took about 20 minutes.
Now I observe that my data has changed as my backtests are yielding different results, even though the merge policy was returned to the original setting.
I have 2 questions:
1. Is there a way to return my data as it was, or have I corrupted the file?
2. Does merge policy change the original raw data as received from the data provider, or does it modify raw data each time it feeds a software module such as a chart?
Comment