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Date/Time: Thu, 02 May 2024 20:34:03 +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.