Timeframe compression

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MidKnight
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Timeframe compression

Postby MidKnight » 26 Sep 2012

Hi there,

On another platform, I have a study that processes an intraday time based chart into several other bigger timeframes through time frame compression. I just call the function and it returns me a data series. I need compression from a minute chart into daily, weekly, monthly, quarterly, yearly - how would one accomplish that with MC.NET?

My sincere thanks in advance for any ideas.

With kind regards,
MK

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Henry MultiСharts
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Re: Timeframe compression

Postby Henry MultiСharts » 26 Sep 2012

MidKnight, there is no prebuilt function for that.
The other approach to achieve this goal is to import data into a Universal DDE instrument. It allows building higher resolutions from lower data.

MidKnight
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Re: Timeframe compression

Postby MidKnight » 26 Sep 2012

Thanks for the reply, Henry. DDE is not really a good idea for this. Best choice is probably to just add 2 data series to the chart and keep the daily series hidden. Thanks again for the reply.


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