Is this how bar0 of a higher TF works ?

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I've always believed that if I'm on say TF 5M, and measure the High on bar0 of a higher TF like 1D... I would get today's high as seen at the end of the day... IOW I would be looking into the future.

But this is not what is happening.

What I get is the running high of the day, between the start of the day and the measuring time. Meaning that the reported high price of the day could go even higher later that day.

Some details:

I'm on TF 5M, and 18:00 I check the high of the day like this:

double HighOfTheDay = iHigh(NULL, PERIOD_D1, 0);

What I'm getting is the high THUS FAR today...still 6 hours left of the day so the price could still go higher.

This is actually great news (to me) and the way I want it to work.

Does it work this way on forward test also ?

 
DayTrader:

What I'm getting is the high THUS FAR today...still 6 hours left of the day so the price could still go higher.

This is actually great news (to me) and the way I want it to work.

  1. Do you expect to get the actual high BEFORE the end of the day?
  2. You can't get bar zero data for other timeframes or pairs in the tester.
 
DayTrader:

What I get is the running high of the day, between the start of the day and the measuring time. Meaning that the reported high price of the day could go even higher later that day.

...

What I'm getting is the high THUS FAR today...still 6 hours left of the day so the price could still go higher.

That's what it's supposed to do. Bar[0] is the currently forming bar. The only fixed point in bar[0] is open[0]. All the rest can change during the bar.
 
WHRoeder:
  1. Do you expect to get the actual high BEFORE the end of the day?
  2. You can't get bar zero data for other timeframes or pairs in the tester.



1) Heh... yes that is what I have taken for granted up until now... In the Tester OHLC is available for all higher TF bars. Luckily I was wrong.

2) Great, I may soon get rich... MU HU HA HA HA !

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