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How to change Time Frame on Financial data? EURUSD from 1 minute to 30 min.

조회 수: 2 (최근 30일)
Eric
Eric 2016년 3월 31일
답변: Kawee Numpacharoen 2017년 8월 4일
Hello people! Please, can anyone help me?
I have financial data generated in 1 minute intervals.
Want to change this time frame to 30 minutes or any other.
Data is EURUSD price (Open, High, Low, Close, Volume).
How can I change 1 minute time frame to any other?
Thanks! God bless all!
Eric
  댓글 수: 1
SergeyLA
SergeyLA 2016년 9월 17일
편집: SergeyLA 2016년 9월 17일
FinTS is very outdated object and does not support any timeframe less then 1 day. Also no universal function in Matlab exist for timeframe conversions.
So you con do what you ask but you need: 1) to define new timeframes (M1, M5, M30, H1, H4) in freqDataFcn() function inside fints.m file, 2) to write our own timeframe convertor.
Alternative way - to move to Python libraries and scripting))

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답변 (1개)

Kawee Numpacharoen
Kawee Numpacharoen 2017년 8월 4일
One option is to use retime function to manage such data.

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