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Clement,
Metastock classifies the 60 minute time period from 9:30 - 10:30 AM as
one bar, but identifies it as "10:30" which makes sense. You can't call it
a 'time period' UNTIL the period of 60 minutes ends... which is at 10:30.
Therefore, based on the 940825 data field below, the
open=469.04 (which began at 9:30am)
high=470.12
low=468.72
close=469.15 (which ended at 10:30am)
vol=238
Finally, I need to correct my previous post in which I stated that the
data ended at 4pm. Actually, I set up on my system to run approximately
15 minutes longer so as to include any "aftermarket" ticks that might occur
as the 'final' number settle just past that 4pm cutoff. I don't think that
doing so should adversely effect you results. Further, you will also
notice that that last time period is only 45 minutes in length due to the
odd number of hours in the trading day (6.5 hours or 6 sixty minute bars
and 1 thirty minute bar but in my case, one 45 minute bar).
Hopefully this makes sense.
John
At 12:59 AM 7/28/98 -0700, you wrote:
>Hi John,
>
> Did I hear correct 9:30 am to 4:00pm? Here's an extract of the
> text file I created using MS from your data :-
>
> 940825,1030,469.04,470.12,468.72,469.15,238,0
> 940825,1130,469.13,470.05,469.12,470.02,240,0
> 940825,1230,470.02,470.03,469.20,469.31,239,0
> 940825,1330,469.34,469.64,468.94,469.03,240,0
> 940825,1430,469.05,469.23,468.82,468.89,240,0
> 940825,1530,468.88,469.03,467.64,467.92,241,0
> 940825,1615,467.91,468.12,467.79,468.07,179,0
> 940826,1030,468.08,471.27,468.08,470.80,240,0
> 940826,1130,470.83,471.90,470.65,471.89,239,0
> 940826,1230,471.90,473.49,471.90,473.34,238,0
> 940826,1330,473.35,474.65,473.34,474.65,238,0
> 940826,1430,474.63,474.63,473.06,473.06,118,0
> 940826,1530,473.13,473.95,473.02,473.86,236,0
> 940826,1615,473.84,473.91,473.58,473.81,176,0
>
> As you can see the data starts from 10:30 am to
> 4:15pm? Do you know whether MS did something funny
> here?
>
> Clement
>
>G.John Boggio wrote:
>>
>> At 10:29 PM 7/27/98 -0700, schong wrote:
>> >Charles,
>> >
>> > Sure. I've taken the liberty to post forecast based on simple
>> > intraday Bradley on the 60 minutes SP500 cash index.
>> >
>> > I do not know the equivalent time zone for the bar. I got the
>> > data from John Boggio while testing out my symmetry wave indicator.
>> > Perhaps John can tell us the time zone for his data.
>> >
>>
>> Charles, Clement, and RT'ers,
>>
>> The S&P Cash Index data that I sent to Clement is based on data provided
>> by DBC's signal system using the symbol $spx. It's time zone is Eastern
>> (as I live on the east coast of the US). Data bars start with an open at
>> 9:30 am and a close at 4:00 pm et and each bar represents 60 minutes of
data.
>>
>> Hope this was what you were looking for?,
>> John Boggio
>
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