Tickstory Period Aggregation on Timeframes

General discussion about the Tickstory Lite software package.

Tickstory Period Aggregation on Timeframes

Postby twingo » Fri Jul 12, 2019 7:55 pm

Given
-export tickstory to MT4 M1, M30
-consider only the M1.hst and M30.hst for this excercise
-the timezone setting will slice the available ticks into 1minute bars and 30M bars

question 1
mathematically would aggregating ticks for M30 bars be the same as aggregating 30 M1 bars ? I'd say yes as the bar boundaries are integer multiples so they should be the same.

Test:
swapping the history folder for this excercise i ran periodconverter script on M1 to get M30 via period converter. I had saved the tick generated M30.hst previously.
Now i used History centre to export the M30 hst files respectively and compared them in Excel using a simple difference of OHLCV. AND there were consistent differences in the data, some not all that small! Why would this be happening ?
twingo
 
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