Custom data series scale
Author: KGo
Creation Date: 11/20/2015 2:57 PM
profile picture

KGo

#1
I am trying to create a custom data series containing only specific bars from the primary series. Indicator analysis and sync to the primary would be needed. This is in effect a custom time scale.

How can the mybars data be put in a data series to be usable in indicator and sync operations? The commented out section fails as is. It was run on SPY 5 min bars.
CODE:
Please log in to see this code.
profile picture

Eugene

#2
1. Let's start with this:
CODE:
Please log in to see this code.

Using "0" should work with non-intraday scales only. For intraday time frames you have to direct Wealth-Lab by specifying some non-zero period. For 5-minute scale that would be 5 or you might substitute it with BarScale.BarInterval to stay flexible.

2. Did you mean this?
CODE:
Please log in to see this code.
profile picture

KGo

#3
1. BarScale does not have a definition for BarInterval so I think you meant Bars.BarInterval as in:
CODE:
Please log in to see this code.


2. Yes, I meant
CODE:
Please log in to see this code.


The Bars object can then be used with all the indicators and synced to the primary series. Thanks for your help.