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

robertogozzi · 2019-07-25T15:14:13+00:00

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

Viewing 9 posts - 1 through 9 (of 9 total)

Author

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

Legend
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

Legend

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

Legend

You’re damn right!

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

Nicolas
Keymaster

Legend

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
Author

Posts