EOD Scaling Provider: 2-day, 3-day, ...., n-day Bar charts
Author: Cone
Creation Date: 9/28/2011 11:40 AM
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Cone

#1
We'd like to release a new EOD Provider that you can use to rescale a Daily DataSet in various ways, but I need help. I'm stuck on finding a method that consistently aligns n-day bars so that they always align to the same date. (If they didn't align to the same date, then trading signals would change based on the variable date loading.)

For example, assume that you start building 2-day bars with the first bar of the chart. That chart will look different if you load 100 bars or 101 bars. Now imagine the problem for 11-day bars, or whatever.

I'm assuming this is what's required. If anyone uses other charting apps that produce n-days bars, please let me know how it handles the alignment problem. tia.
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Cone

#2
There seems to be some interest, but no solutions. We'll just make the alignment arbitrary based on the first bar loaded. You'll be able to control the alignment by loading a different number of bars or adjusting the Starting Date.
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Cone

#3
The EOD Scaling Provider is ready to go. Get it in Extensions.