Support Board
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. |