Convert candles to ticks
Convert candles to ticks
to_ticks(x)
x |
candles, read 'Candles' in Processor |
Convert OHLCV candles to ticks using the following model. One candle is equivalent to four ticks ( time, price, volume ): ( time - period, open, volume / 4 ); ( time - period / 2, high, volume / 4 ); ( time - period / 2, low, volume / 4 ); ( time - period / 100, close, volume / 4 ). Assuming provided candles have frequent period ( less than a minute ) it is a good approximation for tick data which can be used to speed up back testing or if no raw tick data available.
data( ticks ) candles = to_candles( ticks, timeframe = 60 ) to_ticks( candles )
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