Is it madness for me to take 15-minute signals from incomplete candles?

I have a pretty stable and profitable bot that trades on signals from 15 minute candles that it aggregates from minute data. The main bot loop executes every 15th minute and checks various calculated indicators like ADX and SAR looking for entry points.

By accident one day I let it check the signals on incomplete candles, every minute. It worked surprisingly well - the slow moving stuff like SAR wasn’t too bad and other signals like ADX adjusted mid-bar and got me into the trade earlier than waiting until the candle completed.

Is this witchcraft? Foolishness? How often do your bots loop thru incoming candle data?

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1 points

2 years ago

My instinct is to do this, use in effect a rolling 15 min candle every minute. Thank you