[EquisMetaStock Group] How to create a synthetic OHLC ?

[khamsina11 <Khamsina11@xxxxxxxx>]

Hi,

What I would like to do is to filter a N1 day bar chart with signals from a N2-day bar (with N2 > N1).
For instance :
- Filter a 5 day bar chart with signals from a 45 day bar.

In order to do that, I must redefine 45 days as the 45 days period ending at the conclusion of each 5 day bar.
This would be done by defining :

1) The high of the larger bar as the highest high over nine 5 day bars.
2) The low as the lowest low over the same period
3) The open as the open of the ninth bar back (ie : ref(O,-8) )
4) The close of the current bar

Any help would be greatly appreciated,
Thanks in advance,

Marco

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