|
PureBytes Links
Trading Reference Links
|
A few months ago I started writing a function that would enable working with
various different timeframes - Daily based on intraday, weekly based on
daily, 120-min based on 30-min, Quarterly based on Daily, etc. So far I
have completed only the parts that I have use for, and the indicator and
function are attached in their current state. Feel free to use and
distribute the function, my only request is that when someone completes more
pieces to the program, please send it back to me and everyone else on the
list.
At this time, the attached function is capable of the following:
1) Larger intraday from intraday (120-min bars based on 5-min bars, etc.);
2) Daily based on intraday
3) ***Weekly based on intraday
4) Monthly based on intraday
5) Yearly based on intraday
*** Errors when a trading week does not end with Friday.
Ivo
Attachment:
Description: "SecondScale.zip"
|