C Corso482 Aug 29, 2010 #1 If I have a bunch of 1 minute data, what is the formula to convert it to higher time frames?
J jeb9999 Aug 29, 2010 #2 To convert 1 minute bars to n minute bars: Start with a bar with time stamp xx Hour 01 Min. Highest high of 01 to n minutes is your n minute high. Lowest low of 01 to n minutes is your n minute low. Bar close is the n minute bar close. Repeat starting at xx Hour (n + 01) Min and so on until you run out of data..
To convert 1 minute bars to n minute bars: Start with a bar with time stamp xx Hour 01 Min. Highest high of 01 to n minutes is your n minute high. Lowest low of 01 to n minutes is your n minute low. Bar close is the n minute bar close. Repeat starting at xx Hour (n + 01) Min and so on until you run out of data..
P propseeker Aug 29, 2010 #3 y - (z % y) + z where: - y is your higher interval number (3min, 5min etc) - z is your 1 min bar time output will give you your higher interval bar time. then just do the high/low comparisons as jeb mentioned on each 1min update.
y - (z % y) + z where: - y is your higher interval number (3min, 5min etc) - z is your 1 min bar time output will give you your higher interval bar time. then just do the high/low comparisons as jeb mentioned on each 1min update.
