Bar magnifier

Table of Contents

• When to enable it
• Enabling
• Distribution modes
• Diagnostics
• How it interacts with request.security()
• Reproducibility

The bar magnifier sub-samples each parent bar into synthetic intra-bar slices, allowing intra-bar order fills to resolve at finer granularity than the source feed. It's the runtime's mechanism for matching TradingView's "Bar Magnifier" feature.

When to enable it

Enable the magnifier when:

• Your strategy uses intra-bar stop / limit / take-profit orders whose fills depend on the OHLC path inside the parent bar.
• You're parity-checking against a TV backtest that has Bar Magnifier on.

Skip it when:

• Orders are bar-close-only (process_orders_on_close = true).
• You're running purely on a 1m or sub-minute feed where no extra resolution exists to recover.

Enabling

run_backtest_full(s, bars, n,
                  /*input_tf */ "5",
                  /*script_tf*/ "60",
                  /*bar_magnifier  */ 1,
                  /*magnifier_samples*/ 4,
                  PF_MAGNIFIER_ENDPOINTS,
                  &report);

Arg	Effect
bar_magnifier	Boolean toggle.
magnifier_samples	Sub-bar samples per parent bar. Typical: 4. Higher = finer fills, more CPU.
magnifier_dist	Sampling density profile — see below.

Add volume-weighted sample density as a sticky toggle on the handle:

strategy_set_magnifier_volume_weighted(s, 1);

Distribution modes

See also

pf_magnifier_distribution_t for the enum.

Mode	Density profile	Use case
PF_MAGNIFIER_UNIFORM	Even spacing across the bar.	Symmetric noise; no prior on where fills cluster.
PF_MAGNIFIER_COSINE	Tapered ends, dense middle.	Smooth volatility profile.
PF_MAGNIFIER_TRIANGLE	Linear taper from a peak.	Single-peaked intraday activity.
PF_MAGNIFIER_ENDPOINTS (default)	Exact O,H,L,C points + uniform fill between.	TV-parity default. Best for stop/limit fill realism.
PF_MAGNIFIER_FRONT_LOADED	Density biased toward bar open.	Open-driven assets (futures session opens).
PF_MAGNIFIER_BACK_LOADED	Density biased toward bar close.	Close-driven assets (equities rebalance).

Diagnostics

Every report carries two magnifier counters:

Field	Meaning
magnifier_sub_bars_total	Synthetic intra-bar slices generated.
magnifier_sample_ticks_total	Sample ticks visited.

Quick sanity check: with magnifier_samples = 4 and PF_MAGNIFIER_ENDPOINTS, expect roughly magnifier_sample_ticks_total ≈ 4 * input_bars_processed.

How it interacts with request.security()

A higher-timeframe feed brought in via request.security() follows the parent timeframe of the security site, not the script TF. The magnifier still runs on the script-TF parent bar; the security feed delivers complete-bar values when the parent bar closes, partial-bar values otherwise. See pf_report_t::security_partial_total to count partial-bar evaluations.

Reproducibility

The magnifier is deterministic for a given (bars, magnifier_samples, magnifier_dist, volume_weighted) tuple. Two runs with identical inputs produce bit-identical trade lists. There is no internal RNG seeded from time or address.