Hello,
I would like to synchronize two instruments in order to have the same number of bars in a period window.
For example, I want to calculate the mean of the differences of two instruments in the last hour and the period is one minute.
If there is no gap it is quite easy, just use last 60 bars value of each instrument to calculate it.
But it there is no new data in any period, the bar is not generated and even worse, instruments are no longer synchronized. Is there any easy way to do it?
I would like to suggest a new feature for future releases, an option in order to avoid gaps (it means, always generate the bar and the events every period even if it is the same value). In my opinion, gaps and synchronize problems are a nightmare and it doesn’t compensate the ‘extra load’ in computational cost.
Regards
I would like to synchronize two instruments in order to have the same number of bars in a period window.
For example, I want to calculate the mean of the differences of two instruments in the last hour and the period is one minute.
If there is no gap it is quite easy, just use last 60 bars value of each instrument to calculate it.
But it there is no new data in any period, the bar is not generated and even worse, instruments are no longer synchronized. Is there any easy way to do it?
I would like to suggest a new feature for future releases, an option in order to avoid gaps (it means, always generate the bar and the events every period even if it is the same value). In my opinion, gaps and synchronize problems are a nightmare and it doesn’t compensate the ‘extra load’ in computational cost.
Regards
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