Hello,
I'm currently having fun on an simple indicator that displays the pip difference between two currencies. I'm especially focusing on highly correlated pairs.
The problem I see is that there are gaps in de data (at least in the 1 minute bars), which skew my indicator, making it worthless.
This is what I do
ind_buffer1[pos]=iClose("EURUSD",0,pos)+iClose("USDCHF",0,pos);
the problem is that the data of the 2 is not in synch.
iClose("EURUSD",0,20) might be 8:00am
iClose("USDCHF",0,20) might be 8:02am
I see possible 2 solutions
1 - Fix the data problem (eliminate gaps)
2 - fix in the programming
However, for both I would need a little help.
Anyone ?
greetz
Yvan
I'm currently having fun on an simple indicator that displays the pip difference between two currencies. I'm especially focusing on highly correlated pairs.
The problem I see is that there are gaps in de data (at least in the 1 minute bars), which skew my indicator, making it worthless.
This is what I do
ind_buffer1[pos]=iClose("EURUSD",0,pos)+iClose("USDCHF",0,pos);
the problem is that the data of the 2 is not in synch.
iClose("EURUSD",0,20) might be 8:00am
iClose("USDCHF",0,20) might be 8:02am
I see possible 2 solutions
1 - Fix the data problem (eliminate gaps)
2 - fix in the programming
However, for both I would need a little help.
Anyone ?
greetz
Yvan