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> I was actually wondering if there's a generic way to modify
> indicators (ema, cci, you name it) to apply higher time frames on
> smaller time frames like a 1 minute chart. And I doubt there's a
> easy way to do so. Sure, I can code my own version of ema and get
> what I want, but it's not easily portable to any other indicator. I
> have to code all of them one by one.
That's right. EMA is an easy one. Other indicators are
generally possible but may require a bit more effort; for example
you might have to track the High and Low values in your synthetic
"13 minute bar" to calculate something like ADX or Stochastic.
It would be nice if there was a simple way to use existing
indicator code in this new way, e.g. the way you can use existing
indicators to refer to other data streams by saying "adx(20) of
data2" or whatever. But you can't. If you need it, you have to
rewrite it.
Gary
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