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.
