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Strategies & Market Trends : Technical Analysis for Macintosh Users

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From: quant2113/28/2022 9:45:18 PM
   of 1541
 
This is hard to verify: I suspect that at least the last 3 bars of the 5 minute intraday chart are not reliable. That is, the data can change after the initial print.

The only way to check this is to print a plot, and print another plot a few bars later, to see if your custom indicators have changed.

Now, the last 5 minute bar is not complete until 5 one minute bars have completed. This is to be expected; however, if the last three 5 minute bars can change after a few more bars are printed, this is not expected.

Further complicating the issue is the fact that the problem is intermittant.

I think what is going on is garbage input data from the data source that gets corrected later, and not an error with the program.

If anyone has seen this issue, I would appreciate your comments on it.

In the meantime, be careful interpreting the last three 5 minute bars in your analysis.
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