Bid/Ask Price Line on Historical Data in the Strategy Tester

Carl Schreiber 2022.02.21 19:51 #1

ammer.jens:

Hi, the two images show historical data from Walt Disney stock (physical stocks, not CFDs). According to the broker, the candlesticks are based on the last price only and include only last prices from the main trading sessions (not pre and after market hours). I displayed the BID and ASK price lines and sometimes the BID/ASK prices are quite far away from the High/Low of the candle.

Is my assumption correct that for the historical BID/ASK price lines the minimum/maximum values for the chosen timeframe (here D1) are taken?

Normally the chart shows only Bid prices and even Hi, Lo, Cl are Bid prices. So print Hi, Lo, Cl, Bid and Ask for each candle and compare with to what is shown on the chart.

Alain Verleyen 2022.02.21 21:05 #2

ammer.jens:

Hi, the two images show historical data from Walt Disney stock (physical stocks, not CFDs). According to the broker, the candlesticks are based on the last price only and include only last prices from the main trading sessions (not pre and after market hours). I displayed the BID and ASK price lines and sometimes the BID/ASK prices are quite far away from the High/Low of the candle.

Is my assumption correct that for the historical BID/ASK price lines the minimum/maximum values for the chosen timeframe (here D1) are taken?

Physical stocks chart are based on Last price, not Bid or Ask. It's indicated in the symbol's properties.

ammer.jens 2022.02.22 09:20 #3

Yes Alain, that's right. It says "Chart Mode=by last price" in the symbol's properties.

However, can anyone confirm if the historical BID/ASK price lines are based on the min/max values? thank you

Compare Ask price with Remove horizontal line mt4 sell order unexecuted