Hi,
I am designing a very simple exploration to extract data into excel for a quick and dirty stat analysis of volatility and price.
I am trading FX during Asian hours (which overlaps with UK/NY for me).
I think that my system could perform better with a more accurate understanding of volatility and price ranges.
I know that London and NY trading hours are more volatile and bring more volume to the market but I would like to quantify it in pips.
As such, my system under/over estimate risk depending on the time at which I enter a trade.
I would like to display:
Columns: OHLC, ATR(x)...
Rows: 1H bars (or 30 mins)
The problem is that my exploration returns data in steps of 20mins, staring at 5.29pm (why this time??)
How can I customize this so that my exploration starts at a round number -say 830am) and increments in steps of 30mins? (I looked into the "settings" and I cannot adjust to 30mins for instance)
Here is the code:
Filter=1;
AddColumn( DateTime(), "Date / Time", formatDateTime );
AddColumn(O,"O", 1.4);
AddColumn(H,"H", 1.4);
AddColumn(L,"L", 1.4);
AddColumn(C,"C", 1.4);
AddColumn(ATR(1),"ATR5", 1.5);
AddColumn(ATR(5),"ATR5", 1.5);
AddColumn(ATR(7),"ATR7", 1.5);
AddColumn(ATR(14),"ATR14", 1.5);
Thanks
I am designing a very simple exploration to extract data into excel for a quick and dirty stat analysis of volatility and price.
I am trading FX during Asian hours (which overlaps with UK/NY for me).
I think that my system could perform better with a more accurate understanding of volatility and price ranges.
I know that London and NY trading hours are more volatile and bring more volume to the market but I would like to quantify it in pips.
As such, my system under/over estimate risk depending on the time at which I enter a trade.
I would like to display:
Columns: OHLC, ATR(x)...
Rows: 1H bars (or 30 mins)
The problem is that my exploration returns data in steps of 20mins, staring at 5.29pm (why this time??)
How can I customize this so that my exploration starts at a round number -say 830am) and increments in steps of 30mins? (I looked into the "settings" and I cannot adjust to 30mins for instance)
Here is the code:
Filter=1;
AddColumn( DateTime(), "Date / Time", formatDateTime );
AddColumn(O,"O", 1.4);
AddColumn(H,"H", 1.4);
AddColumn(L,"L", 1.4);
AddColumn(C,"C", 1.4);
AddColumn(ATR(1),"ATR5", 1.5);
AddColumn(ATR(5),"ATR5", 1.5);
AddColumn(ATR(7),"ATR7", 1.5);
AddColumn(ATR(14),"ATR14", 1.5);
Thanks