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If you open a 1-minute chart with a lookback of 15 days and then add the indicator to your chart, the indicator will load 5-minute bars for the last 15 calendard days in line with the primary bars.
If you wish to know in detail, which bars are being loaded you can add some print instructions at the very beginning, for example
This will show you exactly which bars (bar index and time stamp) are being processed in which order.
Harry,
Thanks for your contributions here. I'm currently reading through the thread while fighting with my Jurbol MTF stochastic to try to incorporate your "essentials" notes regarding proper sequencing. I'll have to work on it further tomorrow. Have you already made a stochastic MTF?
I have not been recently working on MTF indicators.
However, I do have a xStochastics built from composite bars, see chart attached. This indicators allows to reproduce an exact higher timeframe chart, if bar type of higher timeframe and primary chart are identical. This concept works for minute, tick and volume bars. For range based bars such as equal range or Renko charts, it only possible to approximate the higher timeframe.
Harry,
Thanks for the info on xStochastics, is that one of your ana downloads? Please point to a link or thread where I can find it. I couldn't find it through the normal search...
This is only available as an assembly, it is a complex piece of code, which emulates higher timeframe bar series within an indicator. I will come back via private message, or we can discuss it via Skype.
Great thread. Hard for me to phrase this question. Is there a way to create an alert or chart marker when an indicator or bar value on one time frame equals an indicator or bar value on another time frame? For example, can there be an alert/chart marker when the 5 period SMA of a 10 minute chart equals the 5 period SMA of a 20 minute chart (rounded if necessary)? Another example would be an alert/chart marker when the high/low of a 30 minute bar equals the high/low of a 20 minute bar.