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Date/Time: Mon, 25 Nov 2024 18:47:59 +0000



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

[2014-02-20 13:55:29]
gabby alindogan - Posts: 49
I did a study overlay and when I overlay a 30m into a 10m , I can't seem to find the study/overlay setting that will result in the above data series. I am getting the following instead.

60m ADX
8-9am 16
9-10am 20
10-11 21

... 60m ADX on 15m, using sierra would plot as

9:00- 9:15 20
9:15- 9:30 20
9:30- 9:45 20
9:45- 10:00 20
10:00- 10:15 21
10:15- 10:30 21
10:30- 10:45 21
10:45- 11:00 21

In real life trading it would be problematic because system would be looking into the future ie. backtest would know the 9-10am ADX at 9:05 even though bar has not been completed yet.I think I can do this custom indicator thru study overlay (assuming a setting exists to do prev post values) or Acsil assuming there is a function that expands bars in the "correct" manner. Thanks.