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Calculating Daily data bars from 5 mn data

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    Calculating Daily data bars from 5 mn data

    Hi,

    I have imported a big database of 5 Min bars into NT (several years). From these bars, the 10 Min, 15 Min, 30 Min bars are calculated by NT, but NOT the Daily, Weekly, Monthly, Yearly bars.

    Is there a way to ask NT to calculate these Daily, Weekly, Monthly, Yearly bars from the 5 mn data?

    Thank you.

    #2
    Hi Jean-Marc-Molina,

    Unfortunately you cannot generate daily bars from minute data. Weekly, monthly, yearly bars are based off of daily bars. You can try one of our other data providers to get daily data: http://www.ninjatrader-support.com/H...ricalData.html

    Alternatively, you can try mimicking daily data by using 1440 min bars.
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Thank you

      I'll try to generate a daily file from the 5 min bars, by an import->computation-> export from a external database.

      Thanks.

      Comment

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