Discussion in 'Data Sets and Feeds' started by Corso482, Aug 29, 2010.
If I have a bunch of 1 minute data, what is the formula to convert it to higher time frames?
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..
y - (z % y) + z
- 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.
Separate names with a comma.