I looked at the logs and found some differences:
* The logs start at different dates:
60: [1: Fri 02.01.15 02:00] 1.20660
1440: [1: Tue 06.01.15 00:00] 1.19460
* The first trade happens at different times.
60:
[19: Sun 04.01.15 23:00] 1.20090
[EUR/USD::L1901] Long 1@1.2000 Risk 2$ at 23:00
1440:
[1: Tue 06.01.15 00:00] 1.19460
[EUR/USD::L0101] Long 1@1.1936 Risk 2$ at 00:00
* Sunday trades don't happen at midnight but at 23:00.
So frameSync() does not help that trades get opened at daily bar starts?
[19: Sun 04.01.15 23:00] 1.20090
[EUR/USD::L1901] Long 1@1.2000 Risk 2$ at 23:00
* The number of trades is different
60: 39
1440: 19
I tried to set Lookback = 0 as i suspected it might have something to do with the logs starting at different times but that was not it.
Here is the code that generated my logs:
function run()
{
set(TICKS + LOGFILE);
LookBack = 0;
if (0)
{
BarPeriod = 1440;
TimeFrame = 1;
}
else
{
BarPeriod = 60;
TimeFrame = frameSync(24);
}
StartDate = 2015;
EndDate = 2016;
asset("EUR/USD");
Stop = 20 * PIP;
if (NumOpenTotal == 0)
enterLong();
}
