Hello,

I imported minute level data from Dukascopy using CSV files. My chart looks fine when I'm displaying it on 1 minute timeframe, but when I'm changing the timeframe to 1 hour the chart in WL looks different than in Dukascopy.

My expectation is build an hourly bar (for example 13:00:00) out of the minute bars this way:
Open price of the hourly bar: the open price of the first bar of the hour (13:00:00)
Close price of the hourly bar: the close price of the last bar of the hour (13:59:00)

According to my observation Wealth-Lab works differently. It creates the open and close price of the hourly bar this way:
Open price of the hourly bar: it takes the close price of the first minute bar of the hour
Close price or the hourly bar: it takes the close price of the first minute bar of the next hour

Is it a bug or a feature? Can I have my hourly bars to be aggregated the traditional way?

Hi Krisztian,

This is by design. A bar is always timestamped with the time at the end of bar in Wealth-Lab. For us, this has always been the traditional way -- for a decade now.

Hi Eugene,

I understand your design, but for me it is a clear limitation. It means that I'm unable to simulate the market realistically. As I'm executing my real trading in parallel with my WL strategy I can find more on more exceptions. Different hourly candles lead to slightly different indicators, which cause different trading decisions.

Is there any workaround available?

If only a single-minute difference on a hourly bar leads to unrealistic simulations, that indeed sounds like a problem. Sorry, I'm not aware of a workaround.

Eugene, knowing that Duksacopy uses a different start-of-bar time stamp protocol, the provider could [should] automatically make the time adjustment when either a) storing the data, or, b) retrieving it.

Edit -
For CSV files the only solution would be to offer this time stamp option in the ASCII Provider.

Robert, topic starter does not seem to be using the Dukascopy provider, downloading the data manually.

Krisztian, you might want to create a support ticket with a request for time stamp option in the ASCII Provider as per this forum conversation.

QUOTE:
Eugene, knowing that Duksacopy uses a different start-of-bar time stamp protocol, the provider could [should] automatically make the time adjustment when either a) storing the data, or, b) retrieving it.

Will change that in upcoming release. Thanks for your suggestion.

A backend change at Dukascopy side has rendered the provider broken. We've unpublished the extension.