Why Arbitrary-Second Candles Depend on Their Start Time

Summary

This short note cautions that multiple instances of an indicator configured to form candles over arbitrary numbers of seconds may display different charts when their start times differ. The underlying data grouped into each candle changes with the aggregation boundary, so the resulting candle series can vary even when the nominal interval and indicator settings match.

The document provides this as a practical observation but does not describe the candle-building algorithm, define the supported intervals, or show an example chart. It gives no strategy, backtest, or evidence about how much the chart differences affect signals. The main takeaway is that comparisons across indicator instances require aligned start times and consistent data grouping; conclusions about any trading use would need further validation.

Key ideas

• Arbitrary-second candles can depend on the time at which aggregation begins.
• Indicator instances with matching settings may show different charts if their start times differ.
• The note gives no construction details or evidence about the trading impact of the differences.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.