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Bradenton
Posts: 30 since May 2016
Thanks Given: 6
Thanks Received: 4
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I cannot understand how to multicharts aggregates the data if I desire to change the time-frame/resolution.
For example, I have imported an historical data series with 5 minutes granularity and
I have, for a specific day, for the first hour (open, high, low, close) as below:
11/10/2011 09:00:00 15940 15990 15920 15975
11/10/2011 09:05:00 15970 15995 15940 15940
11/10/2011 09:10:00 15950 15970 15935 15955
11/10/2011 09:15:00 15955 16005 15955 16005
11/10/2011 09:20:00 16000 16065 16000 16050
11/10/2011 09:25:00 16050 16125 16030 16105
11/10/2011 09:30:00 16105 16195 16105 16145
11/10/2011 09:35:00 16145 16150 16040 16065
11/10/2011 09:40:00 16065 16065 15970 15980
11/10/2011 09:45:00 15975 15990 15935 15970
11/10/2011 09:50:00 15970 15975 15890 15930
11/10/2011 09:55:00 15930 15980 15905 15970
In multicharts If I change the resolution from 5 minutes to 1 hour I expect it aggregates all 12 bars depicted above into one single bar having open 15940, high 16030, low 15595, close 15970. As the my exchange market stops at 5:35pm, the last hourly bar is labeled 5:00pm so with the hourly resolution I’ll expect to get 9 bars each day. The first hourly bar should cover all 5minutes values starting from 9:00am to 9:55am and the bar for the last hour should cover from 5:00pm to 5:35pm.
I tried to play all rules in the quote manager, changing all session details and moving from the default settings to custom settings, trying to change manually time for each day.... everything I tried… but with no success.
For instance, if I edit symbol in the Quote Manager/Session Details and I choose Open-time=09:00am and close=5:35pm for each day and then I switch the resolution from 5 minutes to 1 hour, firstly, the first bar is labeled as 10:00am instead of 9:00am (but why? can I change the label?) and it also has open=15970 (which is the open for the next or second 5-min bar) and it has close=15955 which is the close for the next 5min bar belonging 10:00am.
Said that, it looks like the aggregation criteria is shifted of 5 minutes forward. For this reason I try to change manually the hour setting in the Quote manager/Session details to remove this strange offset bringing the time window backward 5 minutes. So if in the Quote Manager/Session Details I change Open-time from 9:00am to 08:55am for each day, the first hourly bar is correctly labeled as "9:00am" bar and its open is also correct (15940) but the others values high, low and close are all wrong (high 15990, low 15920, close 15975) which are respectively the high, low and close of the first 5 minutes bar.
In conclusion It seems to start from the next 5 minutes bar and not from the current 5 minutes bar. If I try to anticipate this time-windows it take into account only the first 5 minutes bar.
So to be honest I have not yet figured out what is the criteria it uses to switch from a TF to another one.
Can I handle other parameters to set correctly how to aggregate precesly the hour and how to label correctly the timestamp if I want to switch from 5minutes resolution to hourly resolution?
Any help will be really much appreciated.
Thank you,
auato
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