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Can someone help me with an answer? (for TS2000i)
I want to backtest a strategy with historical ascii and metastock data
(daily and intraday data, several time frames).
What is the advantage of importing this data into the global server
(with which I have a lot of problems) versus
opening a chart directly from a 3rd party directory and test the
strategy?
The second question is how this affects the possibility to test a
strategy with two time frames (e.g. daily and 30min data used in the
same strategy).
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