Profile Picture

Compress scale

Posted By JoeChangSi 7 Years Ago
Posted Wednesday November 23 2011
I'd like to convert strategy from WL to RE. In WL I can change scale for data, like:

// ATR
int atrScale = _atrScale.ValueInt;
int atrPeriod = _atrPeriod.ValueInt;
SetScaleCompressed(Bars.BarInterval * atrScale);
DataSeries atr = ATR.Series(Bars, atrPeriod);
DataSeries hourlyATR = Synchronize(atr);

From WL help:
SetScaleCompressed(int barInterval) - Changes the base time scale of the Strategy to a more highly compressed intraday scale.
RestoreScale() - Restores the data scale that the Strategy is currently operating on back to the original scale that it was invoked on.
Synchronize(Bars source) - Use this method to expand a compressed DataSeries or Bars object, such as those obtained after calls to SetScaleWeekly or SetScaleMonthly.

I've found BarAggregator class with AggregateBars() method which can do the same SetScaleCompressed. Is it true?
But I dont know how to synchronize new data with current scale. Is there any way to do this?
Posted Tuesday November 29 2011
In RightEdge you can create separate frequencies, and you can set indicators to use the frequency you want. This help topic gives details on how this works.

Let us know if you have any questions.


Similar Topics

Reading This Topic

2005-2018 © RightEdge Systems