backtesting multiple data streams?

[Mike Eggleston <mikee@xxxxxxxxxxxxxx>]

Now that I've solved one problem I've run into another.  If I
have the same symbol plotted in multiple time frames (seen as
data streams) in the same chart and am back testing a strategy
(TS6), then does the strategy see only the close of bar from
each of the data streams? If so, then how can you really back
test the strategy? How will the strategy differ when done with
real-time data?

With data streams for 1, 5, and 15 day bars on a symbol and
I'm watching the chart for position trading during the day,
will I get my signals or does the strategy only fire at end
of bar regardless of any data that flows into TS6?

If this chart were an intra-day chart with periods of 1, 5,
and 15 minute and the strategy were watching the data flow of
all three data streams, would the strategy only fire when all
three bars close? Or would the strategy fire when the shortest
period bar closed?

We just had a talk about this. Try this setup and see if it
is simple to understand and illustrate what I'm asking. For
simplicity sake start with a 1 min bar. Then add the same
symbol again as a 30 min bar and a 90 min bar. Next a strategy
that is plotted in the 1 min chart that also looks at the 30
min and 90 min data. As the chart is plotting data I know it
will see the 1 min data and the strategy will fire on the 1
min close of bar (right?). Now, in the strategy looking at the
other data streams, will the strategy see the previous close
of the 90 min bar or will the strategy see the current close
price within the 90 min stream?

Since the close of all bars, regardless of their time frame, is
the current close, then does the strategy see the current close
or does the strategy only see the previously plotted close?

Mike