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Timeframe converting issue #485778
04/21/22 01:22
04/21/22 01:22
Joined: Oct 2018
Posts: 98
7
7th_zorro Offline OP
Junior Member
7th_zorro  Offline OP
Junior Member
7

Joined: Oct 2018
Posts: 98
I am using 1 minute based history data.
When I write strategy 5 minutes based,
zorro automatically convert 1 minute history to 5 minute.
When zorro generate 5 minute history, start minute can not be set.
there are two situations when converting
1. 12:01:00 ~ 12:05:59 correspond to 12:05 bar.
2. 12:00:00 ~ 12:04:59 correspond to 12:05 bar.
I don't want to argue what is the correct way.
Please add the functionality to select by user.

Re: Timeframe converting issue [Re: 7th_zorro] #485780
04/21/22 07:53
04/21/22 07:53
Joined: Jul 2000
Posts: 28,029
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 28,029
Frankfurt
Look up BarOffset and TickFix.


Moderated by  Petra 

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