Fixed Time Window

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Madhusoodan

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Feb 18, 2011, 10:44:11 AM2/18/11
to ETALIS
Dear Etalis team,

I was trying to create fixed time window in ETALIS without much
success. Actually I was trying to run historical trade data and
simulate a 5 minute chart as list of OHLC prices with time stamp. My
idea is as following.

1) Define a fixed time interval of say 300 seconds.
2) Find first and last tick in window and name it as open and close.
3) Aggregate min and max in the time window for high and low.
4) Append these numbers in 4 lists for later availability.
5) As soon as this window closes, start new window.

My problem is, how to define fixed time window of say 5 minutes in
Etalis?

Regards

Madhusoodan

Paul Fodor

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Feb 18, 2011, 10:56:32 AM2/18/11
to eta...@googlegroups.com, Madhusoodan, Darko Anicic
There are some examples of windows in examples.. Under Linux, the SWI alarms work well, but under Windows they have problems. If you try SWI windows for 5 minutes and see that they don't work under Window, please try to ask the SWI mailing list (Jan Wielemaker) and see what he says.
ETALIS windows are built on top of these alarms, so sometimes they create problems. We are looking into other alternatives too.
Paul.

Madhusoodan

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Feb 18, 2011, 11:58:58 AM2/18/11
to ETALIS
Thank You Sir :-)
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