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

Re: data2 and data3 problems



PureBytes Links

Trading Reference Links

Ian,

Make that you are using the daily bars (data3) as intraday data. Figure out
how many minutes a daily bar is for your market and use this number of minutes
as data3.

For example, U.S. index S&P 100 (OEX) trades from 9:30am (EDT) to 4:15pm (EDT)
which is 6 hours and 45 minutes (405 minutes). Use 405 minutes as data3.

-- Roy

Ian Waugh wrote:

> I have a little system which uses 5 min (data1) and 30 min (data2) bars of
> the same data which works fine. However, when I use that same data to add
> daily bars - data3 - to the chart, the system result change. data3 is not
> used  - even mentioned! - in the system code, the mere process of adding
> it to the charts changes the system results.
>
> I'm using ascii data and have to set the date range and session times
> manually each time I insert price data. I've triple checked that all three
> data sets are set to the same values.
>
> Has anyone come across this before? Any solutions?
>
> Cheers,
> Ian