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I have a code in which I use
(C - Ref ( C , -5 )) for intraday 5 min ticks. But this gives a sudden
spurt in the value of the indicator on certain days when there is a gap up / gap
down situation when the market opens.
I tried 'PREVIOUS' but it only
postpones the 'skew' to a later tick since the new close of the first tick of
the day is taken as the same as that of the last tick of the previous day. Hence
the code finds the huge difference built into it for the subsquent few
ticks.
Ofcourse, have tried to smoothen
the data by 'moving averaging'.
(1) But I want to know whether
there is a way to short circuit it in any other way or ignore the data of a tick
or transpose the close values of the ticks of the previous days for the
first few ticks of the new day by using an 'IF' statement wherein conditions of
'spurt' and 'time of the
day' can be built in it ?
(2) How do I set the periodicity in
exploration to '5 min bars' instead of 'daily' ?
Thanks in advance.
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