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Since you are using real time data, you must be sure to have a large enough
array to have at least 1 full day of data, so the data does not drop off at
beginning of array.
----- 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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