Make the true range series lookback infinite in order to facilitate backtesting over larger date ranges
This commit is contained in:
parent
f9b4da8b4a
commit
89669bd022
@ -37,7 +37,7 @@ namespace NinjaTrader.NinjaScript.Indicators
|
|||||||
}
|
}
|
||||||
else if (State == State.DataLoaded)
|
else if (State == State.DataLoaded)
|
||||||
{
|
{
|
||||||
trueRange = new Series<double>(this);
|
trueRange = new Series<double>(this, MaximumBarsLookBack.Infinite);
|
||||||
|
|
||||||
maxRange = MAX(trueRange, TrueRangeLookback);
|
maxRange = MAX(trueRange, TrueRangeLookback);
|
||||||
minRange = MIN(trueRange, TrueRangeLookback);
|
minRange = MIN(trueRange, TrueRangeLookback);
|
||||||
|
Loading…
Reference in New Issue
Block a user