PureBytes Links
Trading Reference Links
|
I'm pretty new with AB...so bear with me...please.
I have created some backtesting strategies where I trade the cross of the 15 minute bar as follows:
buy=cross(C, EMA(Close,9))
I have noticed that I get these signals at times that do NOT cross the bar period...ie, for a backtest I get a signal at:
12:40 pm
2:27 pm
2:11 pm
3:13 pm
They seem to be in the middle of a 15 min period, not the end of the bar. Is this possible? Should the close not be the close of the 15 minute bar, aligned on 15 minute periods? Or am I missing something.
My trading is from EST timezone, so 9:30 is the start period.
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|