Support Board
Date/Time: Wed, 10 Sep 2025 11:44:35 +0000
Post From: Engineering iteration.
| [2025-07-15 19:35:13] |
| User373245 - Posts: 62 |
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Does anyone know the engineering iteration logic to intraday data indicators live. I am curious how it looks from aggregate data call it in seconds, to live time frames to a calculation. Say I load a 30min RSI on a chart at the RSI length at 5. Is the calculation derived from bar-5 30min|Last bar-4 30min|Last bar-3 30min Last bar-2 30min|Last to sc.BaseData[SC_LAST][sc.Index] as a rolling calculation. I understand there is more math that goes into this. I am just trying to tackle the iteration logic from second data to match a live calculation on a chart. Simple rolling to the difference in sec to minutes does not appear to be the same logic as a live indicator on a chart. In going from lower time data to larger and still have it be like real time. I need to be able to look at any given second in the raw data and see what any indicator is doing at any given second. Everyone computes from end of bar. This is very static! I think you need bar data as chunks O H L C to time frame and have it move through to the last calculation being Last in seconds? If anyone knows this logic and would like to share it I would be grateful! |