timeframe generated from 1 minute data

Time frame setting keeps unchanged for some updates. I have some need or suggestions.



1, Please support  futures data (timestamp is the end of bar time) auto-generating from 1 minute.


I don't think that futures data's timestamp is always the end of bar time. I have a software that can export data with the start or the end timestamp as my wish.


I import the start timestamp, futures data into SQ X , as Data type , Timestamp represents start of bar time( Metatrader, ...),


SQ works very well, I have compared the 30 minutes timeframe generated by SQ, with the original 30min data for a few days.


It's better than I thought before, because that the futures data have 3~5 sessions.


the sessions of RB in the attachments are:
session 1 :  21:00  to 23:00
session 2 :  9:00 to 10:15   (next day,  same below)
session 3:  10:30-11:30
session 4:  13:30- 15:00   ( the end of one complete settle day)


So, even the data with the end timestamp, it could be easily transfered to  higher minutes time frametime.


But in day timeframe, I guess that the auto generating face some challenge. So the session for futures symbols should be set correctly first.


2, Please support customized time frame unit besides the usual timeframe.


for example I need 7 minutes, or 9 minutes, or 25 minutes, 3 hours.
X timeframe unit is good.  X can be any integer, and timeframe can be minute, hours.




3, How to verify the generated timeframe data?


Is the generated timeframe data correct? How to check that.  There is "Store chart data" setting now, So we can see the price data in the "Trades on chart" part. (but there is a minor bug, I will post another one)
But how about that the generated data can be exported? So we can compare the generated data by SQ and the actual data very easily.




  
 

Attachments
rb99_30Min_bartime is end.txt
(35.26 KiB)
rb99_30Min_bartime is open.txt
(33.68 KiB)
rb99_1Min_bartime is end.txt
(984.18 KiB)
rb99_1Min_bartime is open.txt
(945.06 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Fixed
  • Priority Normal

History

e
#1

eastpeace

07.11.2018 05:41

Task created

MF
#2

Mark Fric

07.11.2018 10:07

Status changed from New to Waiting for information

1. there's no problem wih that, just choose the other type - timestamp at beginning of bar. 


2. we will add automatic comutation of various custom timeframes later, but SQ doesn't restrict you in importing data in any timeframe. They will be recognized as "Intraday" and can be normally used.


3. there is an Export to CSV function, you can export the data in any timeframe to verify it

RL
#3

rickliao

07.11.2018 10:59
Voted for this task.
e
#4

eastpeace

07.11.2018 17:18
Hello, Mark. Thanks for your prompt handling. Really efficient.


1, Yes, we can choose the right type of timestamp whether it's forex data or futures data. But in most case, futures data's timestamp is the end of bar time. So can SQ directly, natively support that auto generating higher timeframe from 1 minute data with the end timestamp?


3, Please forgive me for my carelessness. I have found the export function in Data Manager.


At last, is there anything else I need to add to this question?


MF
#5

Mark Fric

08.11.2018 09:59

Status changed from Waiting for information to Fixed

automatic computation of higher tmeframes from 1 minute data - yes, we plan to add it, but it will be probably not in the next build.


I'm creating a new task for it, and closing this one.


Votes: +1

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