|
|
|
|
i created several freq that will derive data from 1min database.
Frequency Freq5Min;
Frequency Freq15Min;
Frequency Freq30Min;
Frequency Freq1Hours;
Frequency Freq2Hours;
Freq5Min = SystemData.GetFrequency(Symbol , new TimeSpan(0, 5,0));
Freq15Min = SystemData.GetFrequency(Symbol , new TimeSpan(0, 15,0));
Freq30Min = SystemData.GetFrequency(Symbol , new TimeSpan(0, 30,0));
Freq1Hours = SystemData.GetFrequency(Symbol , new TimeSpan(1, 0,0));
Freq2Hours = SystemData.GetFrequency(Symbol , new TimeSpan(2, 0,0));
well, in NEWBAR() i was doing log write to get report on current minute in each time frame
LogFile.Write("-------");
LogFile.Write("1min " + Bars.Current.BarStartTime.ToString());
if(Freq5Min.Bars.Count>0)
{
LogFile.Write("5min " + Freq5Min.Bars.Current.BarStartTime.ToString());
}
if(Freq15Min.Bars.Count>0)
{
LogFile.Write("15min " + Freq15Min.Bars.Current.BarStartTime.ToString());
}
if(Freq30Min.Bars.Count>0)
{
LogFile.Write("30min " + Freq15Min.Bars.Current.BarStartTime.ToString());
}
if(Freq1Hours.Bars.Count>0)
{
LogFile.Write("1Hours " + Freq1Hours.Bars.Current.BarStartTime.ToString());
}
if(Freq2Hours.Bars.Count>0)
{
LogFile.Write("2Hours " + Freq2Hours.Bars.Current.BarStartTime.ToString());
}
LogFile.Write("-------");
the result
-------------------------------
(whenever newbar of 1min hit)
1min 9/30/2010 11:51:00 PM
5min 9/30/2010 11:45:00 PM this is wrong- it should be 11:50:00
15min 9/30/2010 11:30:00 PM this is wrong - its should be 11:45:00
30min 9/30/2010 11:30:00 PM this is RIGHT!!!!!!!!!!!!!!!??????????
1Hours 9/30/2010 10:00:00 PM wrong - should be 11:00:00
2Hours 9/30/2010 8:00:00 PM wrong - 10:00:00
all your time management is not correct. i have experience with writing a platform (outside of rightedge) that connected to Esignal.
the convention of time management is as follows
for ticks, whenever i have tick running between let say 6:54 - 6:55
when clock hit 6:55 , i close this bar, and give label of 6:55
i'll show example of 5min run with 1 min
1min 6:30
5min 6:30
1min 6:31
5min 6:30
1min 6:32
5min 6:30
1min 6:33
5min 6:30
1min 6:34
5min 6:30
1min 6:35
5min 6:35
this is "correct" according to time arrangement of Esignal
what you think about this ?
we would like to write a system in rightedge, i imported CSV to rightedge, which ran these DB in really strange way.
first i tried running several symbol (each different time frame) and they were running incorrectly.
then i tried using bar conversion of rightedge, and it also had same system of "naming" minutes.
why for example in 30 minutes...the time was RIGHT??? 11:30:00 in the example above
|
|
Posted 4/7/2011 12:27:49
|
|
|
|
| sorry about 30 min i did mistake i wrote freq15min...anyway, your naming system is still not usual
|
|
Posted 4/7/2011 13:58:18
|
|
|
|
| ok, i think i have a fault maybe in my understanding, checking history of esignal...you may delete this post
|
|
|
|