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Date/Time: Sat, 04 May 2024 20:26:17 +0000

Post From: How To Build A Daily Chart Using Intraday Data That Matches Historical Data?

[2019-12-15 02:20:56] Link To Thread - Link To Post [Go To First Post]
Alberto Gauer - Posts: 121
Hi there. I am having a hard time here trying to build a daily chart using intraday data (because the daily chart does not work on the simulator if you use historical data). I thought I just needed to type 1440m and enter, but even though it builds the daily bars, they don´t match the historical data daily bars properly. It almost does, but some bars here and there have different spreads. For example on the ES historical daily chart, the last bar is higher than the second to last. If you build a daily chart using the intraday data, they have the same height. And if you start going back bar by bar comparing them, you will see how a lot of bars do not match, and of course the respective volumes also don´t match. I don´t know if I am missing some setting on chart settings. I already tried not including weekend data, but it messes the chart even more. What are the parameters with the daily historical charts are built? If you guys could help me figure this out I would really appreciate it. As of now, I am trying to build the daily bars with those settings using intraday data: -Use evening session is not ticked -Session starts 09:30am and finishes 09:29:59am -ticked the box that says "new bar at session start" -using continuous futures contract with date rule , not back adjusted Date Time Of Last Edit: 2019-12-15 02:22:23