Support Board
Date/Time: Wed, 15 Jan 2025 17:38:31 +0000
Post From: BackTest an AutoTrade System -- Is BaseData Modified per the 4 Samplings per Bar??
| [2014-04-29 10:27:23] |
| Israel Gottlieb - Posts: 14 |
|
Just to clarify -- my question is not speculative. I ran an autotrader that uses MACD & Stochastic based on the CLOSE, and logged all indicator values during a backtest. The values were always identical for all 4 samplings of a given bar. [MACD was based on LAST; Stochastic uses HIGH & LOW (I was mistaken when I wrote that is was base on LAST) but the basic issue is the same -- are these values modified to reflect partial formation of the bar?] |