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Is the output from getMostRecentAsk() and getMostRecentBid() available to the back tester? or do I have to simulate those?
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So I've discovered the problem is more basic than simply getting the b/a quotes. The back testing engine only processes once per bar. (ie just like setComputeOnClose) So now I have a dilema: how to back test a system that uses data as a the bar is forming. Any examples or ideas on how to do this - especially if using a range bar?
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