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[amibroker] Re: One extra bar when using 5min bars from 1min data?



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Maybe you should play around with it a bit more .... I don't think it is a good idea to 'miss' the open ... depending on your strategy.

I match up 1 min bar == 5 min bar open == daily bar open.

(try taking 5 min off the close and also check your night session settings ... see that they match).

You should be able to include the 0900 open from the 12 min bar - I have.




--- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@xxx> wrote:
>
> The settings are initially at 9:30~16:00. After I changed it to 9:31~16:00, the data now is aligned. 
> 
> Thank you.
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > Hello,
> > 
> > Check your DatabaseSettings >> IntradaySettings
> > 
> > StartTime/EndTime should equal 6.5 hours * 12 * 5min bars == 78
> > 
> > Start == 0930 End = 1555 == 6.5 hours inclusive (I have the preferences time stamp set to START TIME OF INTERVAL)
> > 
> > This assmes you are in the US market (6.5 hours).
> > 
> > My personal choice is to close at 4PM (the last bar includes up to 4.05pm) because the volume then is greater than some intraday bars but that is just for my own use).
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "ezbentley" <ezbentley@> wrote:
> > >
> > > My data base has 1 minute resolution, but when I set the interval to 5 minutes, the first bar of the day appears as 9:31. The second bar appears as 9:35 and the rest of the day is normal. Due to that additional bar at open, there are 79 5-minute bars in a day instead of 78. Why is that? I tried to play with the Preferences->Intraday settings, but those settings just change the time stamp for each bar and don't fix the problem that I got two bars at open instead of one. 
> > > Can anyone help?
> > >
> >
>




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