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| getBarStart algorithm |
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Isak
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| Post subject: getBarStart algorithm |
Post rating: 0
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Posted: Fri 29 Apr, 2011, 14:31
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User rating: -
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Is it safe to assume the following? IHistory.getBarStart(FIVE_MINS,tick.getTime()) == (tick.getTime()%(1000*60*5))
(I would like to use this assumption to avoid a certain dependency on IHistory if possible. However, I don't know whether issues such as leap seconds may cause the assumption to be violated.)
Isak
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API Support
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| Post subject: Re: getBarStart algorithm |
Post rating: 0
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Posted: Thu 09 Jun, 2011, 11:54
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Yes, because bars consist of ticks (i.e. all bar values like prices and volume are aggregated from ticks within the time frame of the bar).
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Isak
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| Post subject: Re: getBarStart algorithm |
Post rating: 0
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Posted: Thu 09 Jun, 2011, 14:02
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User rating: 6
Joined: Thu 19 May, 2011, 11:14 Posts: 235 Location: South Africa,
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CORRECTION: IHistory.getBarStart(FIVE_MINS,tick.getTime()) == tick.getTime()-(tick.getTime()%(1000*60*5))
Thanks. The question was meant to focus on the modular arithmetic: whether leap seconds perturb the alignment of the bar boundaries.
It is more of a "Java time" question than a JForex question, but for the benefit of anyone who may have the same question, here is what I learned:
"in practice, Java represents time/date values as something that’s rather like a mutant version of TAI with seconds that are occasionally 2 seconds long to make it sync back up with UTC–although it claims to be reporting UTC. "
This means that round numbers remain aligned to the bar boundaries, and that it is safe to use simple modular arithmetic to compute bar boundaries.
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