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MACD and Stochastics do not look into the future, unless you use them with
lower times frames and in certain ways.
There are other settings that can affect you. The warning is that you MAY
have code that is forward looking.
Stochastics and MACD by themselves are not forward looking.
----- Original Message -----
From: "professor77747" <professor@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 19, 2008 10:33 PM
Subject: [amibroker] Re: Why do signals change after the bar closes?
> Mike,
>
> Thanks for you reply. I check my formula as you said and it reported
> forward looking possiblilites. My question is does the MacD and
> Stochastic indicators look into the future? They are the only
> indicators that I use.
>
> I only have 3 conditions and 2 of them use the MacD and 1 uses the
> stochastic.
>
> Tom
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>>
>> Changing signals can sometimes be the result of a strategy that
> looks
>> into the future. As new data becomes available, the signals change
> due
>> to the additional information being included in the calculations.
>>
>> Open your code in the formula editor and run the "Code Check &
>> Profile" menu item from the "Tools" menu to see if it reports any
>> forward looking possibilities.
>>
>> Mike
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "professor77747" <professor@>
>> wrote:
>> >
>> >
>> > I have trading periods that last one minute. They open 1 minute
>> > before the bar closes. I have arrows appear on my charts when my
>> > conditions indicate a buy or sell. When my trading period is
> open, I
>> > also get trading signals that disappear when the trading period
>> > closes.
>> >
>> >
>> > I was watching my charts when the trading period opened. I had a
>> sell
>> > signal, but I already had a short position so nothing happened.
> The
>> > trading period closed. I watched for about 5 more minutes, but
> the
>> > new bar didn't appear. The sell signal arrow was still there.
> Then,
>> > later in the day, I checked my charts and the new bar had
> appeared.
>> > However, on the old previous bar, there was a buy arrow instead
> of a
>> > sell arrow. Why could that happen if the bar should have been
>> closed.
>> >
>> > I use hourly data with the day/night chart. My charts show new
> bars
>> > at 4:30am 4:30pm and midnight. Does that mean that the 4:30 bars
>> > don't close until 5? I have watched for new bars and have noticed
>> > that sometimes they appear quickly and at other times they don't
>> > appear for awhile. I thought that they didn't appear until a
> trade
>> > was made. I have closed my AB and reopened it and the bars would
>> > appear when the backfill was complete.
>> >
>> > The only indicators that I use in my conditions are the MacD and
> the
>> > Stochastic.
>> >
>> > The question is when do the bars close so that I know that the
>> charts
>> > have the correct final signal? Also, why do my signals change
> after
>> > the bar has closed?
>> >
>>
>
>
>
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