Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sat, 18 May 2024 07:14:05 +0000
Post From: Bar Open & Close Time Issue When using Overlaying 10 Minute Study into 1 Minute Chart
| [2020-07-15 01:41:15] |
| PeaceFrog - Posts: 102 |
|
Hello, Thank you for taking the time to answer my question. I have used “Study/ Price Overlay” to insert a 10-minute study into a 1-minute chart. In the 1-minute chart and also in the spreadsheet produced from adding “Spreadsheet Study”, the 10-minute bars do not start on the 0’s, like 9:40:00 and go to 9:49:59 as they do in a 10-minute chart, but rather seem mostly to start from the 5’s, like 9:45:00, and to go 9:54:59. Also in the 1-minute spreadsheet, some 10-minute bars are longer than 10 minutes while others are shorter than 10 minutes. For example, in the spreadsheet attached, in Sheet 1, I have highlighted Row 5873 (Cell A5873: 09-03-2020 4:05:00 AM and Cell AA5873: 19.7894668579101) to Row 5863 (Cell A5863: 09-03-2020 4:15:00 AM and Cell AA5863: 19.7894668579101) which shows the same value for the ADX 10-minute study for 11 minutes and that the bar starts at on the 5’s. In Sheet 2, I have highlighted Row 707 (Cell A707: 09-03-2020 4:10:00 AM and Cell AA707: 19.7894668579101) which shows the time increments in 10 minute blocks, that the prior bar is at 4:00:00 AM and the following bar is at 4:20:00 AM, which demonstrates the bar in A707 starts at 4:10:00 AM and ends at 4:19:59 AM. This issue creates issues when backtesting and referencing between the chart and the spreadsheet and then with Chart Replay (because the strategy from the spreadsheet data does not line up chronologically with the chart and therefore Chart Replay). I’d like to know: 1. At what time do the 10-minute bars begin and end? 2. Why are some 10-minute bars longer than 10-minutes and others shorter (example in Row5824 to Row 5832) 3. What to do about the bar period differences between the charts and the spreadsheets produced from “Spreadsheet Study”. Thank you very much for taking the time to answer my question. It’s very much appreciated. |
Private File |