So say I was backtesting the past 10 days... I would hope it would use the pivot points for each/that specific day (as they change daily) but it seems to use just the current day's pivot points when backtesting the previous days and applies "today's" Pivot Points to those days.
I'm using 5m charts... and in the strategy builder, I tried using intraday as well as I tried using Daily for the HLC Calculations settings. Using Daily settings didn't yield any trades... and using intraday did what I mentioned above.
I can see this is occurring because the strategy is taking longs for example when the close is less than pivot point. Thanks in advance for any insight on this.
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