Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/29/2008(UTC)
Posts: 5
|
I use hourly data from the Australian Stock Exchange, currently having problems (I am new) I get the 11,12,1,2,3,4 hourly bars and then this extra 4:05 bar on the end, how do I put the closing auction ticks into the 4pm bar.... If I change the load settings to only load data between 10am-4pm (ASX opening times) then the closing price of the 4pm bar is not the same as the closing price of the stock for that day.
Any help would be much appreciated
Matt
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 4/5/2006(UTC)
Posts: 129
Location: Norgate Data
|
ASX Equities close for trading between 4:10pm and 4:11pm with the Closing Single Price Auction, except for Good Friday, Christmas Eve and New Years' Eve where the market closes early between 2:10pm and 2:11pm.
Why not use a 5pm hourly bar which would incorporate all data between 4:00:00 4:11:00?
|
|
|
|
|
|
|
Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/29/2008(UTC)
Posts: 5
|
Using 6 hourly bars and 1 11min bar would through off my expert system, its volatility and volume indicator especially, I noticed an option in metastock to incorporate this data into the last bar.... under options - real time - configure server. lagged data into the last bar.... I selected the option yet it has not done this.... unless it will only do it with future data????
|
|
|
|
|
|
Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/29/2008(UTC)
Posts: 5
|
Same as previous post - fix some errors
Using 6 * hour bars and 1 11min bar would throw off my expert system, its volatility and volume indicator especially, I noticed an option in metastock to incorporate this data into the last bar.... under options - real time - configure server. lagged data into the last bar.... I selected the option yet it has not done this.... unless it will only do it with future data????
Can I fix this
Thanks
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 4/5/2006(UTC)
Posts: 129
Location: Norgate Data
|
A suggestion - use 62 minute bars.
Alternatively, export the data out, massage it to combine the last bar into the second last bar, then reimport it. You'll need significant programming expertise to do this though.
|
|
|
|
|
|
|
Rank: Newbie
Groups: Registered, Registered Users
Joined: 3/29/2008(UTC)
Posts: 5
|
Thanks for the alternative, How do I use 62min bars?
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 4/5/2006(UTC)
Posts: 129
Location: Norgate Data
|
Set your priodicity to 62 minutes. I think this is possible in MetaStock Pro but it's been quite a while since I tried it.
Of course you probably need 1 (or 2) minute data to do this though.
|
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
