1 Day and 1440 minute different.
-
- Posts: 25
- Joined: 07 Jul 2020
- Has thanked: 2 times
- Been thanked: 4 times
1 Day and 1440 minute different.
Old habit from long ago, I make my daily bars using 1440 minutes. Using the 1440 mins didn't seem right so I went to a daily and the issue corrected itself. It can be confirmed by applying a moving average set Price to low length 1. The workaround is simple.
-
- Posts: 25
- Joined: 07 Jul 2020
- Has thanked: 2 times
- Been thanked: 4 times
Re: 1 Day and 1440 minute different.
Digging a bit deeper. It seems to be tied to trading session times. If I change the session from the default exchange to 24hrs, it lines up. So the daily bars have a different cutoff time than the minute bars.
Tried it with lower time frames and the same thing happens. Did the MA on a 720 min and it was out of wack.
GP
Tried it with lower time frames and the same thing happens. Did the MA on a 720 min and it was out of wack.
GP