My question is about using Artificial Future Bar to see next weeks( Next bar's) trade on a Weekly timeframe running with the Backtester.
I have looked at the following threads but these do not seem to answer my question.
I have attached screenshots of the Analysis settings and also the output of the backtest. The backtester range is set to next Friday which includes next weeks future weekly bar. In the backtest output the date showing 22/06/2020 is the Monday date I would place the trade. I am using Trade delay buy, sell set to 1 and buy, sell on the Open. The strategy runs on a weekly timeframe.
I understand from the User Manual and the forum threads that the Artificial Future bar uses the Close from the previous bar, so based on a Weekly timeframe it should use Friday's (19/06/2020) close.
Q1: Why does it show Monday the 22/06/2020 (daily bar) instead of the 26/06/2020 (Weekly bar) as the entry bar?
The Entry Price for the new entries (dated 22/06/2020 - in the future) shown in the backtest have been taken from the previous Monday's close ((15/06/2020 - daily bar). That means the Number of Shares is calculated based on previous Monday's close. I would have expected that the Entry Price and conseqently the Number of Shares is suppose to be calculated using the Artificial Future bar which is based on last bar close prices (i.e. last Friday's 19/06/2020 close).
Q2: How or why is the previous Monday's close (i.e. a daily bar) being used in a weekly time frame?
In my Strategy code I do not use any Time adjusting code (i.e. no timefrrameset or similar) so the code does not go calculating any other timeframe anywhere.
For the above question, I am assuming my settings are incorrect but I can not figure out where or what setting.