Data, candles, and signal timing
Goal
Know which data a decision can use and identify common integrity failures.
Lesson
An OHLCV candle summarizes open, high, low, close, and volume over a time interval. A signal calculated from a candle's final close is not available until that candle is complete. Backtests can accidentally use values from later candles if code accesses future rows or calculates whole-series statistics where rolling history is intended.
Check timestamps, gaps, duplicate rows, pair migrations, and warmup length. Compare an indicator calculated with the full history against prefixes of that history. A result that changes materially when later candles are removed may depend on future data or insufficient startup history.
Practice
Choose one indicator in a strategy. Explain which past candles it uses, when its value becomes final, and how many candles of warmup it needs.