I used the close of the candle that gave the signal. In most cases you can see where a 15 minute candle will close 1-2 minutes prior to the actual close (within pennies). One of the reasons I think this system would be difficult to back test on Wealth Lab is that the mechanics of WL would require a reading after the candle closed, just as you suggest. A 10 or 5 minute approach would be more practical to test and probably yield better results but I’m not sure I would want to take all the trades when the market is waffling around a signal line.
In my experience with mechanical systems the shorter the time frame the better the return if you don’t account for slippage. Shorter time frames also require larger positions to offset the commissions.
“Shouldn't all but the but the last Blue Line (LONG Signal)actually been place on the NEXT Candle instead of the Candle indicated on your chart?”
If you have an account with SC why not give it a shot. If you do, I’d be curious as to the results.
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