FillSeriesFromFile on intraday scale
Author: swiftmoscow
Creation Date: 1/10/2014 12:16 PM
profile picture

swiftmoscow

#1

1/10/2014 12:16 PM

Hi.
I'm trying to get some series from a file. When I use FillSeriesFromFile on daily scale it is ok. But when I'm triyng to do this on intraday scale I get dataseries full of zeroes. File contains parameters for each date, so I'm using SetScaleDaily() when current scale is intraday.
What I'm doing wrong?

CODE:
Please log in to see this code.


Part of file:
20111003,0.04,-0.17,-0.81,174.49
20111004,0.36,-0.28,-0.51,143.56
20111005,1.05,-0.49,-0.55,115.59
20111006,0.78,-0.42,-0.72,137.5


profile picture

Eugene

#2

1/10/2014 12:33 PM

Hi,

FillSeriesFromFile isn't finding the bar number your file refers to. Your OHLC timestamps are not intraday - in fact, they are daily (time of day is missing). Try setting exactMatch = false or tweaking your file:

CODE:
Please log in to see this code.
profile picture

swiftmoscow

#3

1/10/2014 12:36 PM

Seems to work. Thank you.
profile picture

swiftmoscow

#4

1/10/2014 12:44 PM

But the data get shifted. For example parameter from 07172013 is used on 07182013
profile picture

Eugene

#5

1/10/2014 2:16 PM

You can shift the series using the standard offset operators: <<, >>.
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).