Monthly Bars

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CPTRADER
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MonthlyBar Data Elements

Post by CPTRADER » Thu Apr 03, 2008 11:44 pm

Are there monthlybar data elements available in TBB similar to the Weekly elements e.g. MonthlyHigh, Monthly Low, etc

Tim Arnold
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Post by Tim Arnold » Fri Apr 04, 2008 5:01 am

In the current version 2.2 Trading Blox does not compute the monthly bars from the daily at this time. Customer tend to trap the month change in the After Instrument Day script and keep track of this in a few series variables.

In version 2.3 Trading Blox supports Daily (from intraday), Weekly, and Monthly historical computed bars derived from raw intraday or daily data.

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