How to I create a 1 minute scale series that is accurate?
Author: drawal
Creation Date: 3/11/2009 9:32 AM
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drawal

#1
Offset by bars is easy, but when I try to offset by time, I get wildly inaccurate results. Using symbol TMW and a scale of 1 minute. See code below

CODE:
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Cone

#2
What about short days? Holidays? Zero-volume (missing) bars?

Your solution doesn't account for any of this since you assume a constant number of bars for each day.
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drawal

#3
I want it exactly 5 days prior. But in case data is not available, I want to use the data from the previous bar nearest the 5 day offset time instant.

Is there a WLP function that can help do this?
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Cone

#4
There's no way that you can shift an intraday series and guarantee that it line up properly with a subsequent day.

What do you need to do exactly?