Support Board
Date/Time: Mon, 25 Nov 2024 00:48:00 +0000
Period OHLC - Variable Period on lower time frames.
View Count: 212
| [2024-04-09 16:35:45] |
| User701530 - Posts: 9 |
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I'm currently exploring the Period OHLC - Variable Period study in Sierra Chart to display the previous week and month's OHLC values. However, I'm encountering an issue where the values change when viewing on a lower time frame. Does anyone know how to address this?
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| [2024-04-09 20:08:45] |
| John - SC Support - Posts: 36238 |
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If you are comparing Historical Daily data to Intraday then the issue is due to how the historical daily data is calculated versus how the Intraday data is calculated. Historical Daily Data is received from the exchange and represents some 24 hour period of data. You need to check with the exchange for the exact times that are represented. Whereas Intraday data is tagged with the time of the trades and therefore how you setup the Session Times determines the "Trading Day" for an Intraday chart. Additionally, the Daily Historical data uses the Settlement price for the close of the day, which is something that is not reflected in Intraday data. If you want to make Daily, Weekly, etc. data from the Intraday data, then refer to the following: Chart Session Times: Creating Daily Bars with Custom Session Times The above will give you the same results from your Period OHLC. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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