Skip First Tick Data

#1
Hi!

I'm using RT Data feed in amibroker for my trading strategy which is plotted on a 10 min interval. The RT feed is tick based, but the data is saved in amibroker as a 1-minute data. I need to filter out the first tick data at the opening of market, since it sometimes have a lot of noise. I tried using all timeframe functions, but was unable to get a lower timeframe data from higher timeframe.

To elaborate, lets say the market opens at 9:15 am. Interval is set at 10 mins, and the plot is drawing its first candle of the day which will finish at 9:25 am. How can I ignore the first minute data of 9:15 am and consider the compressed values of data only from 9:16 am to 9:25 am for the first candle?

I only need to filter out the first minute data, rest of the candles throughout the day are standard and need no filtering.

Any guidance would be highly appreciated. Thanks in advance.
 

LOVEENAJYOTHI

Well-Known Member
#3
Hi!

I'm using RT Data feed in amibroker for my trading strategy which is plotted on a 10 min interval. The RT feed is tick based, but the data is saved in amibroker as a 1-minute data. I need to filter out the first tick data at the opening of market, since it sometimes have a lot of noise. I tried using all timeframe functions, but was unable to get a lower timeframe data from higher timeframe.

To elaborate, lets say the market opens at 9:15 am. Interval is set at 10 mins, and the plot is drawing its first candle of the day which will finish at 9:25 am. How can I ignore the first minute data of 9:15 am and consider the compressed values of data only from 9:16 am to 9:25 am for the first candle?

I only need to filter out the first minute data, rest of the candles throughout the day are standard and need no filtering.

Any guidance would be highly appreciated. Thanks in advance.
Change Market Open Time to 09:16:00 in DataBase Settings
 

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