Re: Swap rates - strange things happen
About your screenshot:
- Backtester starts from Open (way point 1)
Later it has two choices:
1. To go down to Low and upwards to WP 5.
2. To activate BE trigger WP 2 and to BE stop at WP 3.
That's the reason this bar is ambiguous.
Since this is the Random method, Backtester randomly went to WP 2 first.
If it was Pessimistic, Backtester would make the same, since this interpolation closes the position at Zero.
Other interpolation would close the position at WP 5 at profit.
If it was Optimistic method, it would chose the 2nd interpolation route since it goes to profit.
I thought with 1 min data the program would know exactly when the lowest price of the day was reached. In theory ambiguity can only happen inside the 1 min bar, not at higher time frames (in my view). So maybe that actually happened during the 1 minute bar (not impossible in this case).