Create a 2xDaily OHLC Price Series
Author: xuwealthlab
Creation Date: 1/13/2015 12:31 AM
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xuwealthlab

#1
Hi,

May I get some suggestions on how to create a new price object?

I would like to create a bar object similar to the exiting Bars object to combine two daily price series into one with OHLC and the Volume. In other word, combining day 1 and day 2 bars into one bar with the following logic:

1) Day 1 Open will be the Open of the new bar
2) Day 2 Close will be the Close of the new bar
3) The higher High of the two days will be the High of the new bar
4) The lower Low of the two days will be the Low of the new bar
5) The combined Volumes of the two days will be the Volume for the new bar
6) Display the new price series with OHLC in the existing Price pane
7) Display the Volume in a volume pane.

Thank you.
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Eugene

#2
To start with, check out the QuickRef example for Bars.SaveToFile or one of the many Heikin Ashi topics like this one.
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Cone

#3
No need to go through the trouble. You can do this easily using the EOD Scaling Provider. Follow the link to the wiki page for more details.
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xuwealthlab

#4
Hi Cone and Eugene,

Thank you both for the information. I am not clear on what to do after download the "EOD Scaling Provider" following the link. Sorry, may I get a instruction on how to install the code?
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Eugene

#5
Like Cone said, the extension's installation page has a Wiki link in the description block. Follow it for an illustrated tutorial.
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xuwealthlab

#6
Thank you very much. It works great!
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