Intraday bar compression is unexpected #2
Author: quaresma
Creation Date: 1/30/2020 8:41 AM
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quaresma

#1
Hi, I'm having some trouble switching from a 1 minute scale to a 5 minute scale.
For example I have minute bars: 20:45, 20:46, 20:47, 20:48, 20:49 and 20: 50.
When I switch from the 1 minute scale to the 5 minute scale, wealth lab compresses the minute data to 5 minutes as follows: it takes the opening of the 20:46 bar and the closing of the 20:50 bar (the maximum and minimum between them, respectively) and this bar is marked as 20:50 in the 5 minute scale.
My question is: why does it start taking bars from 20: 46 and end up closing at 20: 50? Doesn't it start at 20:45 and end at 20:49? Is there any way to change this?
Thank you
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Eugene

#2
Hi,

Please refer to this thread for a detailed explanation: Intraday bar compression is unexpected.
Or the Wiki FAQ > When compressed into a higher intraday scale, the bars are being built in an unexpected manner.

P.S. Renamed your topic: there's no "issue" here.
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quaresma

#3
thanks for the quick response
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Eugene

#4
You're welcome.
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