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Using Bid and Ask for values other than Bid and Ask

Posted By thinkjohn 2 Years Ago
Posted Thursday May 11 2017
I have a strategy that uses Total Return.  I also populate the Right Edge Bar and Symbol tables myself in SQL Server.

When testing, I was setting the OPEN, HIGH, LOW and CLOSE to the Total Return and my calculations worked great.  I also set BID = 0 and ASK = 0.

The strategy needed to trade on the actual Close, so I set the OPEN, HIGH, LOW and CLOSE to their actual values and set BID = 0 and ASK = Total Return.

Changed my Series to use the ASK, but the calculations were now different.  Same input, different column in the table.  Could not figure out why.

Tried to narrow it down a bunch of different ways.  Ugh.

Then I tried to set the BID = Total Return and the ASK = Total Return and the calculations were good again.

Can anyone tell me why?  Is RightEdge massaging the BID/ASK?

Is there any way to EXTEND the Bar Table to use custom data?

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