My strategy should check, on 15 mins close, if both the following is true to enter long.
1) 15 mins close > 15 mins sma(50)
2) current day low > 1 day sma(50)
During live, lows[1][0] will give me the day's low at that point in time. But, during backtesting, lows[1][0] will have a different low as it has data until end of day.
Is there anyway to simulate the higher timeframe LOW to have data only up until that point in time ?
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