could be you have not set the analysis window to 15 minute bars, but then results would not compare to your charts If your charts do not show the bar times that correspond to round 15 minute values then your preferences can be set to align to market hours and to start time of bar Also check the database setting is also set to 9:30am start time.
-- Cheers Graham Kav AFL Writing Service http://www.aflwriting.com 2009/4/20 Edward Pottasch <empotta...@skynet.be>: > > > in real time the close is the last price traded. So within a 15 min bar you > may see many signals appear and disappear using your constraint. If you want > 1 signal exactly at the cross (an intrabar signal) you need to use: > > buy = cross(H,EMA(Close,9)); > > if you want to use the close of the 15-min bar when it is finished you use: > > buy=cross(C, EMA(Close,9)); buy = ref(buy,-1); > > > > > > ----- Original Message ----- > From: shakerlr > To: amibroker@yahoogroups.com > Sent: Monday, April 20, 2009 3:28 AM > Subject: [amibroker] can a 15 min bar have a cross(x,y) trigger in the > middle of the bar time? > > I'm pretty new with AB...so bear with me...please. > > I have created some backtesting strategies where I trade the cross of the 15 > minute bar as follows: > > buy=cross(C, EMA(Close,9)) > > I have noticed that I get these signals at times that do NOT cross the bar > period...ie, for a backtest I get a signal at: > > 12:40 pm > 2:27 pm > 2:11 pm > 3:13 pm > > They seem to be in the middle of a 15 min period, not the end of the bar. Is > this possible? Should the close not be the close of the 15 minute bar, > aligned on 15 minute periods? Or am I missing something. > > My trading is from EST timezone, so 9:30 is the start period. > > > >
