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>exponential moving averages are highly dependent on the data,
>starting from the beginning of the data series. If the data is
>defined as X bars back, say 300 bars then every 3 minutes you loose
>the oldest bar and the exponential averages will change since the
>calcuations use a different set of data.
That might be what's going on here. My signal may have a builtin
maxbarsback of 50, whereas my indicators auto-detect something else
(for an exponential average it would be 1.
However, I would think that for 3-minute bars with data starting 10
days ago, any effect of starting on the 2nd bar of the series or the
50th shouldn't be visible even in the second decimal place.
I'll look into this. Thanks for the comment.
-Alex
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