Currently, we are building a candle at our end based on tick data but there are slight differences in a few candles, how to mitigate this and also we need 40 candles for our strategy.
Since we need 40 candles for my strategy, we want to use 35 candles from Historical data and build 5 candles at our end instantaneously to reduce the mismatch of OHLC difference.
Can you please advise the best solution as per the above scenario.
Please find attached screenshot shows matched and unmatched candles.
Currently, we are building a candle at our end based on tick data but there are slight differences in a few candles, how to mitigate this and also we need 40 candles for our strategy.
Since we need 40 candles for my strategy, we want to use 35 candles from Historical data and build 5 candles at our end instantaneously to reduce the mismatch of OHLC difference.
Can you please advise the best solution as per the above scenario.
Please find attached screenshot shows matched and unmatched candles.
Regards,
Shivu