Moving averages backtest results: Why lines meet after the minute?

Algos, strategies, code
1

Hi,

I was wondering why my back test results were usually negative and I found out why.
Look at the below image. There are three transactions happening.

What I want,
1. Buy at 5.00
2. Sell at 5.50
3. Buy at 5.35
Profit = 0.85.

But whats happening..
1. Buy at 5.65
2. Sell at 5.25
3. Buy at 5.65
Profit= -.80.

Why is this happening? Why the moving average line is crossing after every minute?


5102126185171870332.png580×657 11.9 KB

2

Pi is using candle to plot charts( They don’t know about something called Line charts). In technical analysis alerts generated only on candle close . That is what Pi follows. so the results.

1 Like
3

Thank you Peter,
But in live data, Can we expect the MA to adjust itself according to the intra-minute candle value or it will wait till the minute and calculates over the Close?