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[User Discussion] - How To Build A Daily Chart Using Intraday Data That Matches Historical Data?

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[2019-12-15 02:20:56] #1 [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

[2019-12-15 09:05:09] #2 [Go To First Post]
Alberto Gauer - Posts: 121
@Sierra Chart Engineering What are the parameters used for the creation of historical daily bar chart? Why creating a daily chart using intraday data does not match it? Why they marked this as "user discussions" baffles me, if it is not a flaw in the software, then tell us how it is done. It is not in the manual.

[2019-12-15 09:49:07] #3 [Go To First Post]
Alberto Gauer - Posts: 121
Ok I figured it out. I was using the start/end time inverted. Now I set the daily bars to start at 16:00 and end at 15:59:59 and I am getting the bars looking correctly. I turned off "do not load weekend data" because it was plotting small doji like bars on saturdays and it was annoying. Then I noticed that building daily bars like this shows the wrong date on the timeline, the daily bars are lagging one day behind. For example, this last friday daily bar was supposed to be the 13th, but it shows as the 12th. But it is saying in the manual that this is the expected behavior, ok. I tested the simulator to see if this was gonna mess up something. I set the simulator to start on 2010/17/10. The daily bar shows 16th, but the intraday is showing the 17th, so it is working properly. If you can wrap your mind around this fact and fight the OCD because the wrong date, well at least is working. This is the only way to use daily bars on the simulator/replay mode. Date Time Of Last Edit: 2019-12-15 09:49:56

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