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> Still an old debate.
>
> Indicators are updated during a bar that is not yet closed Systems are
> updated at the close of the bar ( otherwise the backtesting results
> would not be reproductible) ie when values ar known for sure ( OHLC,
> fixed values, with the exception of next open.
I understand the TS definition quite well, Pierre, and I've
explained it several times on this list. See e.g.
http://www.purebytes.com/archives/omega/2001/msg11195.html
The case I described was nothing like that. I had an example
that showed MarketPosition changing on a totally different bar
than I_MarketPosition. This happened **in backtesting** and not
in realtime "update-every-tick" conditions. If I get a chance I
will try to reproduce the example for your edification.
Gary
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