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Home Forums kdb+ Range Bar in kdb Reply To: Range Bar in kdb

  • rgiu70

    Member
    July 23, 2024 at 4:13 pm

    Thank you for the response.

    Specifically, I would like to create bars from a tick-by-tick dataset, where each bar has a specific range (for example, 10 pips). So, every time the max-min range is equal to 10, the “counter” should reset and start counting max-min again. Every time the range is greater than 10, a new OHLC bar is generated.