Originally Posted by jcl
You seem to assume that bars are different dependent on preload or on granularity in the lookback period.
No, I don't.

I am trying to find out how will Zorro create candles (= establish O-H-L-C prices) for the bars in the following situation:

BarOffset=6;
BarPeriod =60; // so, bars have timestamps of xx:06

LookBack=240; // 10 days

EndDate = 20200807;

set(PRELOAD);

Historical data in a t6 file (M1) exist until 2020-06-07 22:00 UTC.

Zorro will request/obtain M15 'ticks' from the broker to backfill missing recent data for the Lookback:

- 22:00 , 22:15, 22:30, 22:45, 23:00, 23:15....


What will be the O-H-L-C prices of the bars 2020-06-07 22:06 and 23:06...?