Hello everyone,
I'm reaching out to the community because I've been encountering some challenges with importing data. Despite following the usual procedures, I'm running into a few specific problems that I can't seem to resolve on my own.
These are the data for the 1-minute scale on December 20, 2023, at 6 AM:
These data were imported with the following settings:
The data seem correct on the 1-minute chart:
However, they appear incorrect on charts in other scales:
Enabling the option "Adjust bar timestamps from start-of-bar to end-of-bar," the 1-minute chart remains correct.
But it remains incorrect on other scales
Here is a comparison on TradingView
Edit: I'm sorry, the images were in low resolution. If there is another way to send them.
I'm reaching out to the community because I've been encountering some challenges with importing data. Despite following the usual procedures, I'm running into a few specific problems that I can't seem to resolve on my own.
These are the data for the 1-minute scale on December 20, 2023, at 6 AM:
CODE:
20231220 06:00:00 1.09649 1.09650 1.09641 1.09644 97.10999966 20231220 06:01:00 1.09643 1.09646 1.09641 1.09642 67.09999931 20231220 06:02:00 1.09642 1.09644 1.09641 1.09642 21.24999964 20231220 06:03:00 1.09641 1.09642 1.09637 1.09639 54.40999973 20231220 06:04:00 1.09639 1.09646 1.09632 1.09632 127.0699996 20231220 06:05:00 1.09632 1.09634 1.09631 1.09631 53.49999964 20231220 06:06:00 1.09631 1.09634 1.09624 1.09633 182.47 20231220 06:07:00 1.09634 1.09634 1.09630 1.09633 38.69999921 20231220 06:08:00 1.09633 1.09634 1.09629 1.09634 103.4699995 20231220 06:09:00 1.09633 1.09634 1.09628 1.09628 83.31999958 20231220 06:10:00 1.09628 1.09630 1.09623 1.09623 194.9600002 20231220 06:11:00 1.09623 1.09624 1.09623 1.09624 37.65000021 20231220 06:12:00 1.09623 1.09624 1.09614 1.09614 136.1000012 20231220 06:13:00 1.09614 1.09616 1.09613 1.09613 55.28999996 20231220 06:14:00 1.09614 1.09616 1.09613 1.09614 165.8000007 20231220 06:15:00 1.09613 1.09615 1.09608 1.09608 119.3799998 20231220 06:16:00 1.09608 1.09608 1.09592 1.09592 280.2700005 20231220 06:17:00 1.09593 1.09598 1.09593 1.09596 163.3099996 20231220 06:18:00 1.09595 1.09596 1.09589 1.09594 134.3299993 20231220 06:19:00 1.09593 1.09599 1.09593 1.09599 120.8700013 20231220 06:20:00 1.09598 1.09600 1.09598 1.09598 159.7499986 20231220 06:21:00 1.09598 1.09598 1.09588 1.09588 163.6199987 20231220 06:22:00 1.09588 1.09589 1.09580 1.09583 116.2199982 20231220 06:23:00 1.09583 1.09590 1.09583 1.09588 244.0799984 20231220 06:24:00 1.09587 1.09587 1.09577 1.09579 175.1299973 20231220 06:25:00 1.09580 1.09585 1.09578 1.09584 219.9499981 20231220 06:26:00 1.09583 1.09583 1.09573 1.09576 203.47 20231220 06:27:00 1.09575 1.09579 1.09563 1.09568 113.4999991 20231220 06:28:00 1.09568 1.09572 1.09568 1.09569 27.00000018 20231220 06:29:00 1.09571 1.09574 1.09571 1.09574 46.53999949 20231220 06:30:00 1.09575 1.09575 1.09568 1.09568 51.68000025 20231220 06:31:00 1.09569 1.09569 1.09569 1.09569 7.199999809 20231220 06:32:00 1.09569 1.09570 1.09568 1.09569 10.79999995 20231220 06:33:00 1.09568 1.09575 1.09568 1.09574 114.2499992 20231220 06:34:00 1.09574 1.09587 1.09574 1.09583 65.69999993 20231220 06:35:00 1.09583 1.09589 1.09583 1.09589 80.10000002 20231220 06:36:00 1.09588 1.09593 1.09588 1.09590 86.04000008 20231220 06:37:00 1.09591 1.09591 1.09579 1.09579 49.49999946 20231220 06:38:00 1.09578 1.09578 1.09573 1.09574 43.74000013 20231220 06:39:00 1.09572 1.09575 1.09569 1.09575 80.01999944 20231220 06:40:00 1.09574 1.09575 1.09571 1.09575 70.64999872 20231220 06:41:00 1.09574 1.09575 1.09556 1.09558 87.09999979 20231220 06:42:00 1.09556 1.09565 1.09555 1.09565 180.7199985 20231220 06:43:00 1.09564 1.09569 1.09562 1.09569 115.1999994 20231220 06:44:00 1.09569 1.09575 1.09569 1.09575 156.6899993 20231220 06:45:00 1.09572 1.09578 1.09564 1.09578 65.18999934 20231220 06:46:00 1.09579 1.09584 1.09579 1.09580 75.68999863 20231220 06:47:00 1.09580 1.09580 1.09569 1.09570 115.0799983 20231220 06:48:00 1.09571 1.09580 1.09571 1.09576 166.4999991 20231220 06:49:00 1.09576 1.09578 1.09574 1.09578 92.07999986 20231220 06:50:00 1.09579 1.09580 1.09578 1.09579 57.23999894 20231220 06:51:00 1.09580 1.09587 1.09578 1.09579 79.60999947 20231220 06:52:00 1.09580 1.09580 1.09576 1.09579 38.43999922 20231220 06:53:00 1.09580 1.09584 1.09579 1.09584 19.88999975 20231220 06:54:00 1.09584 1.09586 1.09584 1.09585 31.2299999 20231220 06:55:00 1.09584 1.09587 1.09579 1.09585 141.2599996 20231220 06:56:00 1.09586 1.09590 1.09584 1.09589 218.8499963 20231220 06:57:00 1.09590 1.09601 1.09590 1.09596 279.7099968 20231220 06:58:00 1.09596 1.09596 1.09583 1.09585 135.1099982 20231220 06:59:00 1.09587 1.09594 1.09585 1.09589 268.0699969
These data were imported with the following settings:
The data seem correct on the 1-minute chart:
However, they appear incorrect on charts in other scales:
Enabling the option "Adjust bar timestamps from start-of-bar to end-of-bar," the 1-minute chart remains correct.
But it remains incorrect on other scales
Here is a comparison on TradingView
Edit: I'm sorry, the images were in low resolution. If there is another way to send them.
Rename
In the data preview, it shows the calculated Scale as Daily. That would leave me to believe that there's probably something wrong with the date consistency somewhere in the file.
Cone, thank you for your help!
In the same folder, there are other CSVs at different time scales. Here is when I only use the M1. I checked the same problem.
In the same folder, there are other CSVs at different time scales. Here is when I only use the M1. I checked the same problem.
Here are the high-resolution images.
7467-ASCII-Data-problem-pdf
7467-ASCII-Data-problem-pdf
TradingView is not using your 1-minute ASCII data to compress to 60-minute bars, right? Are you saying WL8 is compressing the 1-minute bars to 60-minute incorrectly? Just comparing the chart to TradingView doesn't mean anything.
I looked at the OHLC values that would be in the 60-minute candle in the CSV from TickStory between 2023-12-20 06:00:00 and 2023-12-20 06:59:00.
They can also be obtained by looking at the M1 chart in WL8.
The same OHLC values in the 1-Minute TickStory CSV, I observe on the 60-minute chart of TradingView, where I verify that these different data sources present the same value for OHLC of this candle, and it is the same value that I obtain manually in the 1-minute CSV.
When I use the M1 data imported into WL8 to plot on the 60-minute scale, I do not get the same values for this candle, even when changing the option "Adjust bar timestamps from start-of-bar to end-of-bar".
I can't understand where I am making the mistake 🤔
They can also be obtained by looking at the M1 chart in WL8.
The same OHLC values in the 1-Minute TickStory CSV, I observe on the 60-minute chart of TradingView, where I verify that these different data sources present the same value for OHLC of this candle, and it is the same value that I obtain manually in the 1-minute CSV.
When I use the M1 data imported into WL8 to plot on the 60-minute scale, I do not get the same values for this candle, even when changing the option "Adjust bar timestamps from start-of-bar to end-of-bar".
I can't understand where I am making the mistake 🤔
GIven your last image, it's probably because you didn't check to "Adjust bar timestamps..."
Almost ALL intraday providers give you data with Start-of-bar timestamps. They must be converted to End-of-bar for scaling functions to work correctly.
Almost ALL intraday providers give you data with Start-of-bar timestamps. They must be converted to End-of-bar for scaling functions to work correctly.
If you email us the file we'll be able to get to the bottom of it. Support@wealth-lab.com.
Otherwise this is all just guesswork.
Otherwise this is all just guesswork.
Ok, that was hard to catch. As I had mentioned in the topic, I had tested it with and without the 'Adjust bar timestamps...' option. However, it seems that once the data is imported without the option being checked, setting it afterwards by checking this option in the dataset does not have an effect, even after restarting WL8.
That's the ASCII cache working. You'll need to delete that.
Close WealthLab and delete this folder: C:\Users\rober\AppData\Roaming\WealthLab8\AsciiCache
Close WealthLab and delete this folder: C:\Users\rober\AppData\Roaming\WealthLab8\AsciiCache
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