Strategies are set to OnEachTick.
When referencing a bar index on multi-timeframe strategies, Lows[1][0] in back test is referencing the last closed bar of data series 1. When going live, I assume this will need to be altered to Lows[1][1]?
Similarly, referencing MIN(low,3)[1] in back testing will turn into MIN(low,3)[2] on live?
Also, I'm assuming the setting for slippage (which I have set for back testing) doesn't apply when forward testing with live data? Or do I have to set slippage to 0?
Lastly, is there some best practice for automatically altering these values when backtesting/forward testing so as to not have to manually change them every time I switch between the two modes?
Comment