Hi,
Couldn't find any questions about that, so I'm making a new thread.
While working with hour resolutions you can tell that the bars are related to rounded hours.
for example, this is a Debug of Facebook stock, include time, open and close prices while using
AddEquity("FB", Resolution.Hour);
Time is -> 1/10/2019 10:00:00 AM Open price = 143.2300 Close price = 141.4200
Time is -> 1/10/2019 11:00:00 AM Open price = 141.4300 Close price = 142.8800
Time is -> 1/10/2019 12:00:00 PM Open price = 142.9000 Close price = 143.0100
Time is -> 1/10/2019 1:00:00 PM Open price = 142.9800 Close price = 144.3550
Time is -> 1/10/2019 2:00:00 PM Open price = 144.3600 Close price = 143.5100
(The hours inside the log indicate a different time zone, so 10AM equals to 3PM in trading hour)
If you look at the second row in the log (for example), it related to bar that indicate the time between 15:00 to 16:00 in trading hours, instead of being 15:30 to 16:30 ( and so on...).
Trading hours start from 14:30, what makes the whole "Hour Resolution" being in offset of 30min,
is there any fix for that?
Thanks in advance,
Liad.
Michael Manus
that is something that would interest me too, but if you take look investing.com has the same "problem"
Close is almost the same (141,41) as quantconnect provides. They tought about that for sure. It has to be an explanation for that. The last candle on this day your algo would get at market close.
btw:
Founded in 2007 but called ForexPros at that time, then rebranded to Investing.com in 2012, the site has a growing readership worldwide with more than 12 million monthly uniques and close to 400,000,000 monthly page views across the network. Today Investing.com is ranked 700 on Alexa.
so they didnt change it for 11 years......
now theay have 1,025,000,000 Monthly Pageviews and still they didnt change that.
I really dont know why everyone is doing it differently. It seems there are no rules:
dailyfx has a different close at a different time (10:30) :)
Jared Broad
Its impossible to know what you're doing without attaching an algorithm but I can speak to what QC's hourly data is: 9.30-10am is the first hourly bar. We only include "market open" ticks in these large bars. Logging price data is against the terms of service for QuantConnect.....
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DailyTraderLD
Got it, you were accurate and helful
Thank you very much guys
DailyTraderLD
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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