New time frame data from tick data
Brought to you by:
fortier
I think, it will be very helpfully function, that will take as params table of tick data and timeframe and will be return datetable with new timeframe data...
In example:
newtimeframedata MakeNewTimeFrameData(array TickData, timespan NewTimeFrame);
Best regards
jk
Logged In: YES
user_id=1123
Originator: NO
Market data agglomeration is not a TA-Lib goal.
TA-Lib focus on the analysis part of "technical analysis".
Also, by design, none of the TA functions process timestamps.
Such feature request might fit better in the context of the open-source project FIDAL.
Regards,
\Mario