Support Board
Date/Time: Wed, 22 Jan 2025 12:48:32 +0000
Post From: Why would this signal still work based on passed bars?
| [2018-09-22 22:03:38] |
| GoldSquirrel - Posts: 18 |
|
I am back testing a spreadsheet study for trading strategy that combines several signals from multiple time framed charts: SHEET 1 = 5 Minute SHEET 2 = 30 Minute SHEET 3 = 240 Minute The 5 minute is the chart that is setup to take the trades. I am experiencing an anomaly that I can't explain. The signal works as it is intended. When all conditions are true across all three times, but it also works at a time I would not expect. Here is the original code signal: =AND(SHEET1!AE4>=SHEET1!AE5,SHEET1!AF4>=SHEET1!AF5,SHEET2!AH3<-166.60,SHEET3!AL3>SHEET3!AN3,SHEET3!AP3<=-166.0,SHEET3!AH3<=-166.0) The only problem is, the above signal also works when the SHEET2! and SHEET3! references are 1 bar old and the SHEET1! references are true in the current bar; so for example when these conditions on true on SHEET 1: SHEET1!AE4>=SHEET1!AE5 SHEET1!AF4>=SHEET1!AF5 The following are NOT true on SHEET 2 and SHEET 3, which would be expected to be TRUE to open an order: SHEET2!AH3<-166.60 SHEET3!AL3>SHEET3!AN4 SHEET3!AP3<=-166.0 SHEET3!AH3<=-166.0 BUT the following are true on SHEET 2 and SHEET 3 SHEET2!AH4<-166.60 SHEET3!AL4>SHEET3!AN4 SHEET3!AP4<=-166.0 SHEET3!AH4<=-166.0 I am hoping there is something obvious here. Thank you for any help. |