Hello, Please take care while you use this data for compressions other than your base periodicity. Volume and Open Interest are to be handled differently after compression.
For example : suppose you have 5 one minute bars, each having 5 as upvolume and 4 as down volume : totalling 9 as volume per minute. Now if you compress this data to 5 minute chart, you will have 25 as upvolume and 4 as downvolume : totalling 29, whereas total volume for this 5 minute period is 45. With Regards Sanjiv Bansal --- In [email protected], "Panos Boufardeas" <[EMAIL PROTECTED]> wrote: > > Hi again > Louis yes this is the most easy and less complex idea and i > recommended to start with. > always i remember Tomasz he said that are zillion ways to import in AB > thanks > Panos > > --- In [email protected], "Louis Préfontaine" <rockprog80@> > wrote: > > > > Hi, > > > > My idea is this (I have absolutely no idea if it would work, but it > may be > > worth a try): > > > > Use the import wizard and select the down volume as "volume" and > use the up > > volume as "open interest" (assuming you don't need that field). Then, > > simply add volume and OI in an AFL file to use with your data. > > > > Would that work? > > >
