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Date/Time: Wed, 08 May 2024 01:34:06 +0000

Post From: how does Sierra handle long timeframe bars into short time frame bars?

[2014-02-20 13:25:36] Link To Thread - Link To Post [Go To First Post]
gabby alindogan - Posts: 49
Hi. I need to replicate an indicator from my old system -an average of ADX(5) of different periodicities. The formula is (ADX 15m + ADX 30m + ADX 60m)/3. The first step in this formula is determining how Sierra handles bigger frames into smaller frames. (ex hourly into 15m.) My old system expands bigger into smaller frames by preserving higher frame's previous values throughout the matching lower frame's bars except the last lower frame bar where it finally takes on the higher frame's value. Here is example. 60m ADX 8-9am 16 9-10am 20 10-11 21 If I were to plot the 60m ADX on 15m, old system would plot is as 8:45- 9:00 16 9:00- 9:15 16 9:15- 9:30 16 9:30- 9:45 16 9:45- 10:00 20 10:00- 10:15 20 10:15- 10:30 20 10:30- 10:45 20 10:45- 11:00 21 Can you please guide me as to what functions in ACSIL is available to achieve above? Thanks.