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Direct MessagesDate/Time: Sat, 04 May 2024 05:18:31 +0000
[Programming Help] - Bar Open & Close Time Issue When using Overlaying 10 Minute Study into 1 Minute Chart
View Count: 804
| [2020-07-15 01:41:15] |
| PeaceFrog - Posts: 102 |
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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. |
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| [2020-07-15 02:56:20] |
| Sawtooth - Posts: 3993 |
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The only settings that affect the bar alignment are 'Data Copy Mode' and 'Bar Time Matching Method'. Experiment with these to find the best fit. Try 'Use Latest...' and 'Containing Match'. Study/Price Overlay Study: Study Inputs Date Time Of Last Edit: 2020-07-15 03:02:53
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| [2020-07-15 19:25:23] |
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This is not within the scope of our support and would be a billable request but we do not have the time to get involved in this kind of analysis. Also read through all of the information on this page: Study/Price Overlay Study Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2020-07-15 19:29:30
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| [2020-07-18 23:18:34] |
| PeaceFrog - Posts: 102 |
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Hi tomgilb and Sierra Chart Engineering, Thank you for taking the time to respond. I appreciate it very much. Per your suggestions tomgilb, I experimented and found that the Settings: Data Copy Mode: Use Earliest Value from Corresponding Timeframe, and Bar Time Matching Method: Containing Match open candlesticks for time periods greater than 1 minute on a 1 minute chart at the same time as they open on their respective time period chart (ie: on a 35 minute chart the candlestick opens at 00:20:00, and with those Settings, on a 1 minute chart the 35 minute candlestick also opens at 00:20:00). Thank you very much for your time and effort. |
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