Hi,
I was doing some back testing with the ADX indicator, and I noticed then even though I am using PRICE_OPEN in my code, that the ADX values for main, DI+ and DI- all change actively during the candle. I would suspect this behavior if set to PRICE_CLOSE, but PRICE_OPEN should be reporting static values that occurred at the open of the candle, and shouldn’t change. Why do they? This makes back testing the ADX useless, because, who knows what value the historical candles actually are saved as?
Thanks!