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multi-time frame strategy

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    multi-time frame strategy

    I have a daily primary bar and 1-min secondary bar of the same instrument and I'm using MACD(12,26,9).

    Based on my troubleshooting, the daily MACD is calculated at 4pm when the market closes. How should I code such that the daily MACD values are calculated on the fly min by min when the market is open?

    #2
    rogueTrader, you would need to reverse the order of the series - run a 1 min as primary and then add the daily to calc the MACD on this.

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