What is the formula for converting 1min data to higher time frames?

Discussion in 'Data Sets and Feeds' started by 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?
  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..
  3. 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.