Is it possible ?

Discussion in 'Trading Software' started by andrey_tech, Aug 26, 2005.

  1. Is there any program for auto-convert daily metastock data into weekly, 2 daily and 3 daily data ?

    Example:

    Daily Open High Low Close

    08/09/2005 13.4600 13.8500 13.3000 13.7400
    08/10/2005 13.7700 13.8600 13.5500 13.6000
    08/11/2005 13.5100 13.7000 13.3200 13.6200
    08/12/2005 13.6800 13.7000 13.3600 13.6000
    08/15/2005 13.3400 13.8000 13.1300 13.7900
    08/16/2005 13.8000 14.4000 13.6100 13.7900
    08/17/2005 13.6800 13.9300 13.3200 13.4300
    08/18/2005 13.2100 13.5300 12.8200 13.1500
    08/19/2005 13.1000 13.1000 12.3500 12.5700
    08/22/2005 12.5000 12.9900 12.3200 12.7200
    08/23/2005 12.7500 13.1400 12.7100 13.0100
    08/24/2005 13.1100 13.4500 12.7800 13.1600
    08/25/2005 13.2800 14.4300 13.2800 14.2000


    NOW it must be

    2 daily as

    08/09/2005 13.46 13.86 13.30 13.60
    08/11/2005 13.51 13.70 13.32 13.60
    08/15/2005 13.34 14.40 13.13 13.79
    ......... etc
     
  2. Do it yourself with Excel. Very easy.
     
  3. Yes but it costs too much time.

     
  4. Holmes

    Holmes

    TradeStation 2000i: when you open the chart then it is automatically exported. Easy.

    Sherlock
     
  5. spike500 , do you know how could it be done by excel ? I mean the exact formulas.
     
  6. Converting daily data into 2 daily, 3 daily and weekly ?

    A B C D E

    8/1/2005 27.9 27.92 27.29 27.39
    8/2/2005 27.36 27.93 27.39 27.4
    8/3/2005 27.4 27.67 27.32 27.58
    8/4/2005 27.54 27.57 26.92 27.11
    8/5/2005 27 27 26.25 26.65
    8/8/2005 26.7 26.79 26.1 26.27
    8/9/2005 26.3 26.48 26.08 26.27

    The above is the original excel file. The new excel file must be :

    A B C D E

    8/1/2005 27.9 27.93 27.29 27.4
    8/3/2005 27.4 27.67 26.92 27.11
    8/5/2005 27 27 26.1 26.27


    A: Date
    B: Opening price of the stock
    C: Highest price on the date
    D: Lowest price on the date
    E: Closing price of the stock


    The above example we turned daily price of stock into 2 daily. How can excel done by this automatically ?

    Regards,
    Andrey
     
  7. gnome

    gnome

    You pique my curiosity.... what value would 2-day or 3-day serve over 5-day (weekly)?
     
  8. Anyone as an excel guru there ?
     
  9. It is about Gann analysis. Do you know how the raw daily data converted into many time frames 2,3, 5 or any selected time frames by using Excel or any other software ?


     
  10. Choad

    Choad

    Should be pretty easy to bang out in C or VB.
     
    #10     Aug 26, 2005