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Repaint İndicator

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hayatiakris

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1 month ago #285598

Hello,

strategyquant x created a strategy like below

Value1= SQ_LaguerreRSI(0.3)[0];
Value2= SQ_LaguerreRSI(0.3)[1];
Value3= SQ_CCI(Close, CCIPeriod1)[1] of Data2;
Value4= SQ_CCI(Close, CCIPeriod1)[0] of Data2;
LongEntrySignal = (Value1 > Value2 and (Value3<Value4));

where data1(LaguerreRSI) is 5mn bar and data2(CCI) is daily bar.

in that case for backtest calculation, as data2 is daily base value , strategy using the end of the day value of CCI indicator before the day has not finished yet.(Becouse data1 is 5mn bar) ex:during midday when

Value1 > Value2 then it checks value3 and value4  and if value3<value4 it produces buy signal where in reality value4 is not finished yet but during backtest it uses this end day data as if it is already had been finished.

So do you think using higher time frame indicators causes repaint

thanks,

hayati akris

 

 

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