Compressing intraday data behavior
Author: walmic2012
Creation Date: 1/30/2012 6:36 PM
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walmic2012

#1
Hi,

I've imported a data set in 15 minutes ascII format. When i change it to 60 minutes, I would expect it to take the firts four 15 minutes bars to create the first 60 min one. Instead it keeps the first one and start merging at the second . Is this correct ? Anyway of changing it ?
Forgive my bad English .

Thanks
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Cone

#2
The point to stress here is that Wealth-Lab always assumes end-of-bar labeling. Consequently, if your first bar is labeled 09:30, then it is assumed that this bar is a result of trading between 09:15 and 09:30, and, unless specified otherwise by the Data Provider, 09:30 is the Market Opening time, which marks the hourly divisions. Consequently, the first four bars to be compressed into the first hourly bar must be time stamped as 09:45, 10:00, 10:15, and finally 10:30.
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walmic2012

#3
Great. It was exactly that. I've just added 15 minutes to each bar, before import and it worked perfectly. Thank You !
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