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Date/Time: Sat, 18 May 2024 01:42:23 +0000

Post From: BackTest an AutoTrade System -- Is BaseData Modified per the 4 Samplings per Bar??

[2014-04-29 10:27:23] Link To Thread - Link To Post [Go To First Post]
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?]