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Boris started the discussion Trying to Import 5-min Data

I've been trying to import 5-min intraday data. I have my own files (.csv) with ES...

Boris started the discussion Measure the shadow length, and as percentage of entire candle

I am trying to determine the length of the candle and its shadows and also the shadow as...

Boris started the discussion RollingWindow.Add(data?)

I can't seem to figure out how to name the data to put it into RollingWindow. I am sure,...

Boris started the discussion Not catching all candles

I've been trying to find all Bearish Candles (Close < Open) falling on volume...

Boris started the discussion EMA

A couple of simple questions concerning moving averages.

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366Tradeable Dates

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2Tradeable Dates

Boris started the discussion Trying to Import 5-min Data

I've been trying to import 5-min intraday data. I have my own files (.csv) with ES...

Boris started the discussion Measure the shadow length, and as percentage of entire candle

I am trying to determine the length of the candle and its shadows and also the shadow as...

Boris started the discussion RollingWindow.Add(data?)

I can't seem to figure out how to name the data to put it into RollingWindow. I am sure,...

Boris started the discussion Not catching all candles

I've been trying to find all Bearish Candles (Close < Open) falling on volume...

Boris started the discussion EMA

A couple of simple questions concerning moving averages.

Boris started the discussion CandleSettingType Enumeration

Sorry for the newbie question.

Boris started the discussion How to download a log from Desktop Backtest?

How can I download the log of the Backtest on my Desktop? The link at the end of the log does not...

Boris started the discussion Trying to exclude Spinning Tops

I am running my algorithm, trying to find candles of particular design (See If statement). On one...

Boris started the discussion Trying to exclude overnight data to create SMA from intraday data

Trying to create SMA-40 from intraday 5-min data. The data includes extended hours. I would...

Boris started the discussion Need to find Today's low up to this point

I am using 5-min data and trying to see if the candle I am looking for is making a new low for...

Boris started the discussion Yesterday High from 5-min Intraday Data

I wanted to share an algorithm where you can generate yesterday (9:30am - 4:00pm) High from...

Boris started the discussion Average True RealBody

Is there a way to calculate Average True RealBody with Exponential Moving Average, like we...

Boris started the discussion Indicator (or Trades) Count

I am sure the answer to this question is simple, but I can't find it.

Boris left a comment in the discussion Average True RealBody

@Alexandre,

Boris left a comment in the discussion Average True RealBody

Thanks for your help

Boris left a comment in the discussion Average True RealBody

But the above calculations apply to Average True Range only, where Range is from High to Low,...

Boris left a comment in the discussion Yesterday High from 5-min Intraday Data

Thank you for your comment, again.

Boris left a comment in the discussion IB Futures Trading

Is this an intraday data?

Boris left a comment in the discussion Average True RealBody

Thanks for your advice.

7 years ago