bug report for beta 21 of NT7.
In a multi instrument strategy, (first and third timeframes same instrument, 2nd timeframe different instrument), daily bars, Closes[x][y] does not return the Close price, but rather returns the Typical price.
Proof below.
Cheers,
saltminer.
www.tradingcoders.com
Code in strategy
Print("** VolatilityBasedPERCENT report");
Print("Primary Instrument Price = "+Math.Round(Closes[0][0],6).ToString()+", Secondary Instrument Price = "+Math.Round(Closes[1][0],6).ToString());
Data in OutputWindow
** VolatilityBasedPERCENT report
Primary Instrument Price = 12.526667, Secondary Instrument Price = 13.206667
Please see attached images for screenshots of data.
for COG, Typical would be (HLC)/3 = (12.60 + 12.49 + 12.49)/3 = 12.526667
for NBL, Typical would be (HLC)/3 which is (13.52 + 13.05 + 13.05)/3 = 13.206667
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