Re: [amibroker] can a 15 min bar have a cross(x,y) trigger in the middle of the bar time?

["Edward Pottasch" <empottasch@xxxxxxxxx>]

in real time the close is the last price traded. So within a 15 min bar you may see many signals appear and disappear using your constraint. If you want 1 signal exactly at the cross (an intrabar signal) you need to use:

 

buy = cross(H,EMA(Close,9));

 

if you want to use the close of the 15-min bar when it is finished you use:

 

buy=cross(C, EMA(Close,9)); buy = ref(buy,-1);

 

 

 

 

----- Original Message -----

From: shakerlr

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, April 20, 2009 3:28 AM

Subject: [amibroker] can a 15 min bar have a cross(x,y) trigger in the middle of the bar time?

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.

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