correlation between timeframes
correlation between timeframes
05 Aug 2016, 22:37
Hi,
I try to create an indicator which has to access data from higher timeframe.
for instance:
I attache the indicator to M15 and would like to access data from H4 data series
which corresponds to the same real time.
public override void Calculate(int index)
{
}
I can't find anything intuitive in the API to use for that purpose.
Could someone tell how to get from above function to H4 data series?
Regards,
Cezary
Replies
Cezary
06 Aug 2016, 00:09
RE:
croucrou said:
You have to try better with your searching. Here it is:
Hi,
It would be good but something is wrong. Maybe API error.
protected override void Initialize()
{
ms = MarketData.GetSeries(TimeFrame.Hour);
}
public override void Calculate(int index)
{
var idx = ms.OpenTime.GetIndexByExactTime(MarketSeries.OpenTime[index]);
Print("Time , index , idx = " + MarketSeries.OpenTime[index] + "---" + index + "---" + idx);
}
and I get logs (last part) run on M15 chart:
05/08/2016 23:01:55.802 | Time , index , idx = 2016-08-05 18:00:00---4277---8918
05/08/2016 23:01:55.802 | Time , index , idx = 2016-08-05 18:15:00---4278----1
05/08/2016 23:01:55.802 | Time , index , idx = 2016-08-05 18:30:00---4279----1
05/08/2016 23:01:55.817 | Time , index , idx = 2016-08-05 18:45:00---4280----1
05/08/2016 23:01:55.817 | Time , index , idx = 2016-08-05 19:00:00---4281---8919
05/08/2016 23:01:55.817 | Time , index , idx = 2016-08-05 19:15:00---4282----1
05/08/2016 23:01:55.817 | Time , index , idx = 2016-08-05 19:30:00---4283----1
05/08/2016 23:01:55.817 | Time , index , idx = 2016-08-05 19:45:00---4284----1
So, the GetIndexByExactTime worked only for the first 15 minute.For next 3 is always 1.
Is it intented or API error ?
Regards,
Cezary
@Cezary
Cezary
07 Aug 2016, 20:33
RE:
croucrou said:
There is no GetIndexByExactTime in the Guide. Why did you use it?
To access another timeframe of the same asset, GetIndexByTime is enough.
I believe GetIndexByExactTime becomes useful, when you refer to another symbol, which might have different time sessions.
I changed to GetIndexByTime and it helped.
Thanks !
@Cezary
croucrou
05 Aug 2016, 23:12
You have to try better with your searching. Here it is:
/api/guides/indicators#el12
@croucrou