Support Board
Date/Time: Wed, 26 Feb 2025 14:23:55 +0000
[Programming Help] - Non standard time-frame historical bar issue
View Count: 435
| [2021-05-22 14:27:07] |
| jimskin - Posts: 127 |
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I'm using non standard time-frames such as 3/4/7/14 day and the historical bars in SC don't matchup with my broker's charts. Also, the historical bars change depending on how much data is loaded on a chart. Can you let me know how the non standard time-frame historical bar data is built in SC (for US stocks). Do you start building the chart bars from the beginning of the data on the chart or do you use an anchor point such as the first day of the current year? Also, do you use weekend days (Saturday/Sunday) when calculating non standard time-frame bars? |
| [2021-05-23 10:41:22] |
| jimskin - Posts: 127 |
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Btw. The broker asked for this information
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| [2021-05-23 13:11:11] |
| Sawtooth - Posts: 4176 |
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The only way to create 3/4/7/14 day charts is to use intraday data (*.scid), with a setting like this: 3-0-0. It can't be done using 'Historical' data (*.dly) So your 'historical' bars are not concatenated *.dly bars. The only way to attempt to match your broker's 3/4/7/14 day bars using Sierra's intraday data is to know the the start and end times of each 'historical' day. It would likely not be possible to exactly match *.dly bars using *.scid data. Historical Chart Prices Read this entire section. So it would also likely not be possible to exactly match your broker's charts using Sierra's intraday data. Since you are using intraday data to create multi-day bars, the intraday Session Times would be used for determining when the 'day' begins and ends. And the Session times are tied to the time zones setting also. Chart Session Times Chart Settings: Days-Minutes-Seconds-Milliseconds Per Bar (Chart >> Chart Settings >> Bar Period >> Intraday Chart Bar Period Settings menu) Explore the other links at these links for further info. |
| [2021-05-23 13:46:35] |
| jimskin - Posts: 127 |
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I'll look into that. Thanks for the info.
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