Topic: Ambiguous Bars - and how to resolve them?
Im looking for help. Every attempt made to import data into FSB (regardless of the source) has resulted in 99% Ambiguous Bars.
According to the user manual (below) "We mark a bar “ambiguous” when the backtester cannot decide for sure what order to execute first." is the reason for the ambiguity.
How can I resolve this 'indecision'
Forex Strategy Builder performs backtest of a strategy using historical bar data. It calculates each bar starting from the oldest one and finishes with the newest bar. The program interpolates every single bar using a special interpolation algorithm chosen by the user. The interpolation method serves to designate a route that the market price follows inside a bar.
FSB knows four facts about that route;
The interpolation starts from the Open price of the bar;
The route passes through the High price;
The route passes through the Low price;
The interpolation ends at the Close price;
FSB doesn't know:
Whether the price touches the High price before the Low price or in the opposite order;
Whether the price fluctuates up and down and passes through specific prices one time or several times.
We mark a bar “ambiguous” when the backtester cannot decide for sure what order to execute first.