I was analyzing the chart of EURUSD of the last friday 26th of september 2014 and I have seen different values for the close of the bar at 17:30.
These are the values:
30 min timeframe: 1.26956
15 min time frame: 1.26892
5 min time frame:1.26872
It seems that there is a time shift among the different timeframes.
I can confirm the close values looking at the data window in the terminal...
but what you do see are
on M5 the bar 17:30 till 17:34:59
on M15 the bar 17:30 till 17:44:59
on M30 the bar 17:30 till 17:59:59
so the opening times are all from 17:30, but the close times are from the end of the bar time.
This is why I asked :
Forum on trading, automated trading systems and testing trading strategies
Close values of different timeframes on Metatrader
angevoyageur, 2014.09.29 16:34
There is only an M1 bar terminating at 17:30:59...
so one would have to look at
M5 bar at 17:25
M15 Bar at 17:15
M30 Bar at 17:00
to get hopefully ;) identical close value of the last tick before 17:30.
To say in other words a bar at a give time in the data window starts at that time.