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Re: backtesting multiple data streams?



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At 10:01 AM -0500 5/9/02, Mike Eggleston wrote:

>Plot the same symbol four times in the same chart with different times
>and see what it says. Mine shows that the price does not change on
>the time boundaries. If the indicator only sees the value of the previous,
>non-closed bar, then the values printed should change ever N minutes.

Results attached. I added a date and time field and the "star"
appears on all bars except those occurring every 15 minutes as we
would expect.

All values are the same every 30 minutes as we would expect.

(This is for TS2000i.)

Bob



1020226 1010* p1=   1106.18 p5=   1106.18 p10=   1106.18 p15=   1115.05
1020226 1011* p1=   1106.05 p5=   1106.18 p10=   1106.18 p15=   1115.05
1020226 1012* p1=   1105.19 p5=   1106.18 p10=   1106.18 p15=   1115.05
1020226 1014* p1=   1105.66 p5=   1106.18 p10=   1106.18 p15=   1115.05
1020226 1015  p1=   1106.23 p5=   1106.23 p10=   1106.18 p15=   1106.23
1020226 1016* p1=   1106.30 p5=   1106.23 p10=   1106.18 p15=   1106.23
1020226 1017* p1=   1105.80 p5=   1106.23 p10=   1106.18 p15=   1106.23
1020226 1018* p1=   1105.30 p5=   1106.23 p10=   1106.18 p15=   1106.23
1020226 1019* p1=   1105.01 p5=   1106.23 p10=   1106.18 p15=   1106.23
1020226 1020* p1=   1102.41 p5=   1102.41 p10=   1102.41 p15=   1106.23
1020226 1021* p1=   1102.30 p5=   1102.41 p10=   1102.41 p15=   1106.23
1020226 1022* p1=   1101.90 p5=   1102.41 p10=   1102.41 p15=   1106.23
1020226 1023* p1=   1101.92 p5=   1102.41 p10=   1102.41 p15=   1106.23
1020226 1024* p1=   1103.10 p5=   1102.41 p10=   1102.41 p15=   1106.23
1020226 1025* p1=   1103.79 p5=   1103.79 p10=   1102.41 p15=   1106.23
1020226 1026* p1=   1104.67 p5=   1103.79 p10=   1102.41 p15=   1106.23
1020226 1027* p1=   1104.71 p5=   1103.79 p10=   1102.41 p15=   1106.23
1020226 1028* p1=   1104.38 p5=   1103.79 p10=   1102.41 p15=   1106.23
1020226 1029* p1=   1104.18 p5=   1103.79 p10=   1102.41 p15=   1106.23
1020226 1030  p1=   1103.76 p5=   1103.76 p10=   1103.76 p15=   1103.76
1020226 1031* p1=   1104.51 p5=   1103.76 p10=   1103.76 p15=   1103.76
1020226 1032* p1=   1104.72 p5=   1103.76 p10=   1103.76 p15=   1103.76
1020226 1033* p1=   1104.76 p5=   1103.76 p10=   1103.76 p15=   1103.76
1020226 1035* p1=   1105.95 p5=   1105.95 p10=   1103.76 p15=   1103.76
1020226 1036* p1=   1106.24 p5=   1105.95 p10=   1103.76 p15=   1103.76
1020226 1037* p1=   1105.53 p5=   1105.95 p10=   1103.76 p15=   1103.76
1020226 1038* p1=   1105.10 p5=   1105.95 p10=   1103.76 p15=   1103.76
1020226 1039* p1=   1105.05 p5=   1105.95 p10=   1103.76 p15=   1103.76
1020226 1040* p1=   1106.37 p5=   1106.37 p10=   1106.37 p15=   1103.76
1020226 1041* p1=   1106.53 p5=   1106.37 p10=   1106.37 p15=   1103.76
1020226 1042* p1=   1105.66 p5=   1106.37 p10=   1106.37 p15=   1103.76
1020226 1043* p1=   1105.58 p5=   1106.37 p10=   1106.37 p15=   1103.76
1020226 1044* p1=   1107.17 p5=   1106.37 p10=   1106.37 p15=   1103.76
1020226 1045  p1=   1107.61 p5=   1107.61 p10=   1106.37 p15=   1107.61
1020226 1046* p1=   1107.94 p5=   1107.61 p10=   1106.37 p15=   1107.61
1020226 1047* p1=   1108.76 p5=   1107.61 p10=   1106.37 p15=   1107.61
1020226 1048* p1=   1108.98 p5=   1107.61 p10=   1106.37 p15=   1107.61
1020226 1049* p1=   1108.62 p5=   1107.61 p10=   1106.37 p15=   1107.61
1020226 1050* p1=   1107.72 p5=   1107.72 p10=   1107.72 p15=   1107.61
1020226 1051* p1=   1107.58 p5=   1107.72 p10=   1107.72 p15=   1107.61
1020226 1052* p1=   1107.04 p5=   1107.72 p10=   1107.72 p15=   1107.61
1020226 1053* p1=   1106.60 p5=   1107.72 p10=   1107.72 p15=   1107.61
1020226 1054* p1=   1107.47 p5=   1107.72 p10=   1107.72 p15=   1107.61
1020226 1055* p1=   1107.87 p5=   1107.87 p10=   1107.72 p15=   1107.61
1020226 1056* p1=   1107.79 p5=   1107.87 p10=   1107.72 p15=   1107.61
1020226 1057* p1=   1108.19 p5=   1107.87 p10=   1107.72 p15=   1107.61
1020226 1058* p1=   1108.26 p5=   1107.87 p10=   1107.72 p15=   1107.61
1020226 1059* p1=   1107.43 p5=   1107.87 p10=   1107.72 p15=   1107.61
1020226 1100  p1=   1106.88 p5=   1106.88 p10=   1106.88 p15=   1106.88
1020226 1101* p1=   1106.46 p5=   1106.88 p10=   1106.88 p15=   1106.88
1020226 1102* p1=   1105.79 p5=   1106.88 p10=   1106.88 p15=   1106.88
1020226 1103* p1=   1105.93 p5=   1106.88 p10=   1106.88 p15=   1106.88
1020226 1104* p1=   1105.96 p5=   1106.88 p10=   1106.88 p15=   1106.88
1020226 1105* p1=   1106.06 p5=   1106.06 p10=   1106.88 p15=   1106.88
1020226 1106* p1=   1106.29 p5=   1106.06 p10=   1106.88 p15=   1106.88
1020226 1107* p1=   1106.36 p5=   1106.06 p10=   1106.88 p15=   1106.88
1020226 1108* p1=   1106.21 p5=   1106.06 p10=   1106.88 p15=   1106.88
1020226 1109* p1=   1104.75 p5=   1106.06 p10=   1106.88 p15=   1106.88
1020226 1110* p1=   1104.94 p5=   1104.94 p10=   1104.94 p15=   1106.88
1020226 1111* p1=   1105.11 p5=   1104.94 p10=   1104.94 p15=   1106.88
1020226 1112* p1=   1105.78 p5=   1104.94 p10=   1104.94 p15=   1106.88
1020226 1113* p1=   1105.96 p5=   1104.94 p10=   1104.94 p15=   1106.88
1020226 1114* p1=   1105.81 p5=   1104.94 p10=   1104.94 p15=   1106.88
1020226 1115  p1=   1105.57 p5=   1105.57 p10=   1104.94 p15=   1105.57
1020226 1116* p1=   1105.52 p5=   1105.57 p10=   1104.94 p15=   1105.57
1020226 1117* p1=   1105.33 p5=   1105.57 p10=   1104.94 p15=   1105.57
1020226 1118* p1=   1104.70 p5=   1105.57 p10=   1104.94 p15=   1105.57
1020226 1119* p1=   1104.75 p5=   1105.57 p10=   1104.94 p15=   1105.57
1020226 1120* p1=   1104.93 p5=   1104.93 p10=   1104.93 p15=   1105.57
1020226 1121* p1=   1105.43 p5=   1104.93 p10=   1104.93 p15=   1105.57
1020226 1122* p1=   1105.11 p5=   1104.93 p10=   1104.93 p15=   1105.57
1020226 1123* p1=   1104.06 p5=   1104.93 p10=   1104.93 p15=   1105.57
1020226 1124* p1=   1103.43 p5=   1104.93 p10=   1104.93 p15=   1105.57
1020226 1125* p1=   1103.18 p5=   1103.18 p10=   1104.93 p15=   1105.57
1020226 1126* p1=   1103.80 p5=   1103.18 p10=   1104.93 p15=   1105.57
1020226 1127* p1=   1104.16 p5=   1103.18 p10=   1104.93 p15=   1105.57
1020226 1128* p1=   1104.17 p5=   1103.18 p10=   1104.93 p15=   1105.57
1020226 1129* p1=   1104.72 p5=   1103.18 p10=   1104.93 p15=   1105.57
1020226 1130  p1=   1104.95 p5=   1104.95 p10=   1104.95 p15=   1104.95
1020226 1131* p1=   1105.00 p5=   1104.95 p10=   1104.95 p15=   1104.95
1020226 1132* p1=   1105.76 p5=   1104.95 p10=   1104.95 p15=   1104.95
1020226 1133* p1=   1105.77 p5=   1104.95 p10=   1104.95 p15=   1104.95
1020226 1134* p1=   1106.29 p5=   1104.95 p10=   1104.95 p15=   1104.95
1020226 1135* p1=   1106.25 p5=   1106.25 p10=   1104.95 p15=   1104.95
1020226 1136* p1=   1106.15 p5=   1106.25 p10=   1104.95 p15=   1104.95
1020226 1137* p1=   1106.17 p5=   1106.25 p10=   1104.95 p15=   1104.95
1020226 1138* p1=   1106.21 p5=   1106.25 p10=   1104.95 p15=   1104.95
1020226 1139* p1=   1106.47 p5=   1106.25 p10=   1104.95 p15=   1104.95
1020226 1140* p1=   1106.67 p5=   1106.67 p10=   1106.67 p15=   1104.95
1020226 1141* p1=   1106.28 p5=   1106.67 p10=   1106.67 p15=   1104.95
1020226 1142* p1=   1106.31 p5=   1106.67 p10=   1106.67 p15=   1104.95
1020226 1143* p1=   1105.88 p5=   1106.67 p10=   1106.67 p15=   1104.95
1020226 1144* p1=   1105.83 p5=   1106.67 p10=   1106.67 p15=   1104.95
1020226 1145  p1=   1106.04 p5=   1106.04 p10=   1106.67 p15=   1106.04
1020226 1146* p1=   1106.19 p5=   1106.04 p10=   1106.67 p15=   1106.04
1020226 1147* p1=   1106.28 p5=   1106.04 p10=   1106.67 p15=   1106.04
1020226 1148* p1=   1106.72 p5=   1106.04 p10=   1106.67 p15=   1106.04
1020226 1149* p1=   1107.19 p5=   1106.04 p10=   1106.67 p15=   1106.04
1020226 1150* p1=   1107.58 p5=   1107.58 p10=   1107.58 p15=   1106.04
1020226 1151* p1=   1107.17 p5=   1107.58 p10=   1107.58 p15=   1106.04
1020226 1152* p1=   1106.77 p5=   1107.58 p10=   1107.58 p15=   1106.04
1020226 1153* p1=   1106.16 p5=   1107.58 p10=   1107.58 p15=   1106.04