Backtesting - Is higher timeframe data looking into the future ??

 

Is higher timeframe data looking into the future? Obviously not when forward testing!

But how about when backtesting?

Lets say we're running an EA backtest on 1H, in the middle of the day, a few weeks in the past.

The EA uses some MTF indicator. At some point the EA switches the indicator from 1H to 1D and reads the data.

The problem I see here is that even if we're in the middle of the day, the history 1D candle is already fully formed (atleast in the database), with OHLC and all...

so potentially we could be looking half a day into the future right?


So the big question is; if we use an MTF-indicator on a chart or in an EA, and use it to access latest / currentdata from a higher timeframe, is that data thrustworthy

like it would be on a forward test, where the HTF bar0 is basically never finished ??


EDIT:

I just found this:

https://www.mql5.com/en/articles/1490

Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: " 1 minute OHLC " using only Open, High, Low and Close prices of minute bars; detailed modeling in " Every tick " mode, as well as the most accurate " Every tick based on real ticks " mode applying actual historical data. Comparing the results allows us to...
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