ScaleInd-Weekly-bar-from-30min-bars-doesn-t-coincide-with-one-from-Daily-bars

IB's intraday data for ENPH on 3/28 looks bad - doesn't reflect reality, and, it doesn't even match IB's own Daily data. If you're looking for something in the Weekly scale, it would be better to use Daily anyway.

The question is what are your constraints?

If your using C# Code, you can use the WLHost.Instance.GetHistory() to get the history from a Daily source, and pass that to your ScaleInd for the Weekly bars. Actually, you can just specify the Weekly Scale in that call and it should automatically create it from Daily bars.

This should work -

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript123 
{
    public class MyStrategy : UserStrategyBase
    {
      private TimeSeries _pivot;
      
        public override void Initialize(BarHistory bars)
        {
         BarHistory wkly = WLHost.Instance.GetHistory(bars.Symbol, HistoryScale.Weekly, DateTime.MinValue, DateTime.MaxValue, 0, null);
         _pivot = TimeSeriesSynchronizer.Synchronize(wkly.AveragePriceHLC, bars);
         PlotTimeSeriesLine(_pivot, "Pivot", "Price");
         
        }

        public override void Execute(BarHistory bars, int idx)
        {
      }
    }
}