[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Constructing tick/time bars in ASCII files



PureBytes Links

Trading Reference Links

> If I generate a 10-minute file, the file has the proper (different) 
> values for O/H/L/C.  But if I tell TS to display a 10-min chart, it 
> only shows a dot at the close value!

> Date,Time,Open,High,Low,Close
> 990111,940,189.00000,189.00000,188.56250,188.56250

Been there, done that. You need to add U and D fields (upticks and
downticks, zero values are okay). It's easy to do in Excel. I use ascii
files a lot. Sometimes they will plot without all the fields and
sometimes they won't. Sometimes the same file will plot in one workspace
and not in another. Go figure. To guarantee that they will plot, use:

Daily
Date,Time,Open,High,Low,Close,V,OI

Intraday
Date,Time,Open,High,Low,Close,U,D

The online help has more info on ascii files.

-- 
   Dennis