[amibroker] TimeFrames

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

I did some EOD backtesting where I used CCI and MACD on the daily time frame AND longer time frames using TimeFrame Set. Using longer time frames provide longer term trends, while daily time frame provides precise timing.

 

I understand that when using

 

TimeFrameExpand(Array,InWeekly,ExpandFirst), we are assuming that we know the closing price of Friday on Monday.

 

Issue:

 

If Monday's price triggers a trade, is it not legitimate to use that signal on Monday???  Of course the signal may dissapear anytime between Tuesday and Friday ... but Monday's signal still seems legitimate, as long as we stay on the daily time frame.

 

Question:

 

Does this make sense??? 

 

Previous postings highlighted that "ExpandFirst"  looks into the future, which is of course true. In my view that does not seem pertinent in this situation.

 

Appreciate any feedback

 

Ara

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