Reply To: Range Bar in kdb

[rgiu70]

So it is necessary to:

1. Map the cumulative (high – low)
2. If the cumulative (high – low) is greater than the set range, then a new bar is generated, independent of time
3. When a new bar is generated, the high – low “counter” must reset and start from 0

Unfortunately, I can’t recreate this logic with scan. In the example I shared, it is very rudimentary but it works. That is, every time the range exceeds the set value, an index number is incremented by 1 (new bar index).