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: [email protected] 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.
