Recent content by MReilley

Volpunter, I'm assuming that when you mention "rolling window" you're referring to your 10 - 7 min bars. In our example we demonstrated the capture of specific values based on each incoming live tick, which creates the values for our current bar (in this case we capture OHLC). This initial...

VolPunter, Have a look at the image and the link (the final post in particular) below. In this ADL forum post is an example of what Andrew Renalds was describing when he said, “You can use the Time & Sales block to get tick data which you can feed into the Value Extractor and Value Bucket...