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I'm evaluating the trial version of AB at the moment. I want to be
able to do intraday backtesting (e.g. against 1 or 2 minute charts)
treating each day as a separate entity. When I say separate entity I
mean that, during the backtest I do not want the previous days data
to be used in calculating the indicators (that are used in the trading
rules) for the current day.
>From the day trading point of view trading days are generally
regarded as separate entities, trading starts afresh each day, what
happened yesterday is largely irrelevant.
Can AB perform backtesting in this manner.
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