Differences in closing prices between Daily and last 5-minute candles

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07/25/2019 at 4:14 PM #103485 quote
robertogozzi
Moderator

Master
I coded this strategy, but it seems there are differences on the charts, on AAPL the Daily chart reports CLOSE as a price, while last the 5-Minute bar of the day reports a different price, though it is the same instrument and day (the closing price should be the same for all candlesticks that close when the Daily candle closes).
Any idea why?
```
IF BarIndex = 0 THEN
IeriO = open
IeriH = high
IeriL = low
IeriC = close
OggiO = open
OggiH = high
OggiL = low
OggiC = close
ENDIF
IF (OpenTime = 000000) OR ((OpenTime >= 000000) AND (OpenTime[1] > OpenTime)) THEN
IeriO = OggiO
IeriH = OggiH
IeriL = OggiL
IeriC = OggiC
OggiO = open
OggiH = high
OggiL = low
ENDIF
OggiC = close
OggiH = max(OggiH,high)
OggiL = min(OggiL,low)
buy at -close limit
GRAPHONPRICE IeriO coloured(0,0,0,255)   AS "O"
GRAPHONPRICE IeriH coloured(0,255,0,255) AS "H"
GRAPHONPRICE IeriL coloured(255,0,0,255) AS "L"
GRAPHONPRICE IeriC coloured(0,0,0,255)   AS "C"
graph IeriC
graph OggiC
```
y.jpg
07/25/2019 at 10:12 PM #103499 quote
Vonasi
Moderator

Master
Dear Robertogozzi,

In order to allow us to analyze your platform, please send us a technical report by following these instructions:
- As soon as you encounter the issue, go to the “Help” menu on the ProRealTime toolbar.
- Please assure that the window concerned by this issue is open.
- Click on “Help center”, then on “I have a technical problem”
- Choose the category “Data”
- Select the window concerned that you are referring to.
- Give as many details as possible, explain the issue you are having in the text box
- Click “Send report”
This will send us a report containing technical information concerning your platform, which will allow our technical team to run a diagnostic analysis of the issue you have come across.

Many thanks in advance,
Vonasi from ProRealCode (sorry I couldn’t help myself I just had to post it!) 🙂 🙂 🙂
07/25/2019 at 10:20 PM #103500 quote

robertogozzi
Moderator

Master

IG already replied and asked for a screenshot.

07/26/2019 at 11:21 PM #103585 quote

Vonasi
Moderator

Master

robertogozzi wrote:

IG already replied and asked for a screenshot.

…don’t be in a rush to send it to them otherwise you might trip over the cat on the spiral stairs and break your arm?

07/27/2019 at 5:36 AM #103588 quote

robertogozzi
Moderator

Master

You’re damn right!

07/29/2019 at 9:04 AM #103686 quote

Nicolas
Keymaster

Master

Roberto’s home:

260px-The_Leaning_Tower_of_Pisa_SB.jpeg

07/29/2019 at 9:17 AM #103690 quote

Vonasi
Moderator

Master

Inside Roberto’s home:

Screenshot_4.png

08/01/2019 at 10:13 PM #104002 quote

Derek
Participant

Veteran

Hello Roberto,

I have observed this on equity indices as well. As an example tradingview is posting at least two different closing prices for the SPX (S&P 500) right now. Yesterdays bars are in line by now.

I think this is caused by after hour activity with the daily bar being updated faster than the intraday bar. Waiting helps and yes, I make no sensitive decisions right on the daily close.

08/01/2019 at 10:50 PM #104003 quote

Derek
Participant

Veteran

Here is a reliable source:

https://www.sec.gov/fast-answers/answerscloseprhtm.html
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