Tick based data to minute
Author: mishgan2
Creation Date: 3/24/2010 5:05 AM
profile picture

mishgan2

#1
Hi! How can i transfer tick based data to minute?
Where I can find the information about BarScaleConvertor?
Thanks!
profile picture

Eugene

#2
Hi,
QUOTE:
How can i transfer tick based data to minute?

What does "transfer" mean? To scale a chart or to compress an existing source of data?
QUOTE:
Where I can find the information about BarScaleConvertor?

Nowhere, because it's an internal class and as such is not documented (not a use case).
profile picture

mishgan2

#3
I mean compress tick based data to minute for multi-time frame analysis.
profile picture

Eugene

#4
Please take a look at Multi-Time Frame Analysis in the WealthScript Programming Guide.
profile picture

mishgan2

#5
You mean a SetScaleCompressed() method?
But in one minute different quantity of tick.
How I can select required target period?
profile picture

Cone

#6
Here's what the QuickRef (F11) says:

Remarks
o SetScaleCompressed only works on charts using intraday scaled data.

o You can compress data in Minute, Second, or Tick scales. The resulting compressed data retains the corresponding source base scale. It is currently not possible through WealthScript methods to compress second or tick based data to minute, for example, but this is possible by directly using the BarScaleConvertor utility class.
profile picture

mishgan2

#7
Sorry for my stupid question, but what is BarScaleConvertor?
How it works?
profile picture

Eugene

#8
Although we won't tell the details of an undocumented method, here's a simple example of converting tick to minute data using it:
CODE:
Please log in to see this code.
profile picture

mishgan2

#9
It's Great!!
Many Thanks!!!
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).