Resample data with timeframe.days at specific (non-midnight) time
algoguy235 last edited by
I'm interested in using an indicator that uses daily candles, not from 0:00a to 11:59p, but rather from 4:16p to 4:15p. Can I do this using the
cerebro.resampledata(), perhaps with the
If not, is there another way?
sessionendparameter of the data feed which is going to be resampled. It is a parameter for all data feeds, because it is inherited from the superclass.
algoguy235 last edited by algoguy235
That worked perfectly, thanks @backtrader.
It wasn't clear how sessionend and sessionstart parameters are used in other places in the engine. My next challenge is that I want to start the session at 600p and end at 415p. setting the sessionstart param did not solve this, My daily candles are still going form 415 to 415.
My daily candles are still going form 415 to 415
The best thing would be that you show what you do and how you come to the conclusion that the daily candle goes from 04:15 to 04:15.
In any case your problem is probably the resolution of your timeframe. A
sessionstartlarger than a
sessionendmakes only sense when you have a sub-day timeframe. Else it would be a running-backwards session.