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Date/Time: Fri, 03 Feb 2023 23:36:24 +0000



Post From: Python for Sierra Chart

[2022-06-09 16:41:50]
User409050 - Posts: 14
For the daily data you are looking at the dly files? The historical daily bars so to speak?
here how I did,
I read the data in scid file into python and built TPO chart and number bar in python because some of the stats that I need are not in SC default study. and building a study in SC using C++ is painful, so I do the prototype first in python and if it works well then I will deploy in SC later.

So I built the TPO chart, I noticed that my chart was different than the ones in SC then I double checked and to see where the problem came from, and I saw that the High and Low of a couple daily bars didn't match.

For timezone: I do convert UTC to my local timezone. but I don't think that's the problem because I not only checked the data in python with SC daily bar data, I also used the data in SC (tick data) to compare with daily bar in SC as I mentioned above. its easy to do that just use any 5-15... or any time resolution other than daily and compare the high and low within a day with daily bar OHLC of that day. theoretically you should see the trades at High and Low take place in higher time resolution. but it's not the case here.

For example the date '2022-05-13' wednesday. the High and Low are 4050.5 and 3923.75 but if u go over 5 min bar or tick bar U won't see the trade at Low