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Date/Time: Sun, 29 Dec 2024 10:34:39 +0000



Post From: Daily OHLC study issue with Xmas

[2016-01-19 13:32:44]
User13668 - Posts: 294
Re your post #5

I don't understand why there is a problem when it references the Historical Daily chart, because that chart itself is correct ie the Daily chart shows the last completed bar being Friday 15th January and the current bar still forming is dated 19th January and includes data from Sunday and Monday 18th.

So if the Daily chart is correct and the Daily OHLC study is referencing this daily chart with a 'Reference Days Back' of 1, why is the study not easily able to pick up that data from Friday the 15th's bar? I don't see why it is an 'exchange issue', as you say, when the Historical daily chart bars are forming correctly.

Your suggestion of using Intraday Data does not work either as it will show 'yesterday's data' based on Monday trading and not Friday.

Further you say the study was not designed to follow specialised exchange rules, yet the study works fine on a Monday in that it does not say 'yesterday's' OHLC data is from Sunday evening, but correctly picks up Friday's data.

Finally if there is nothing you can do, or are prepared to do, to fix the issue, then I suggest you add a comment to your documentation saying reference days back greater than 0 will not work reliably for shortened trading days where the trades are counted for the next trading day.
Date Time Of Last Edit: 2016-01-19 13:35:05