I developed a script with a BarPeriod of 1440 and then wanted to integrate that one into a portfolio script that used a BarPeriod of 60.
For this to work I set the TimeFrame for the code of this script to 24 so that again it would result in daily trade signals.
I expected the simulation results to be the same but they weren't. With BarPeriod 60 and TimeFrame 24 I got a much lower AR.
Running the following script with different settings shows what I mean. Not only the AR but also the number of trades is different.
function run()
{
BarPeriod = 1440;
TimeFrame = 1;
//BarPeriod = 60;
//TimeFrame = 24;
StartDate = 2015;
EndDate = 2016;
asset("EUR/USD");
Stop = 20 * PIP;
if (NumOpenTotal == 0)
enterLong();
}
From the documentation about TimeFrame I assumed this should be the same. What am I missing?