I am trying to store rsi_2 value (5 min timeframe) associated with every trade that happens in the market. How do I have an rsi value associated with every trade that happened in the market. I am getting confused because I don’t have trade data in regularly spaced timeframe. can someone help me?
How are you calculating rsi? An example would be a lot of use here. To me it sounds like you are using an update which will update every row in the column, however to me it looks like you are looking for xbar.
Here is an example showing you the differences:
t:(time:100?.z.t;vol:100?100)
update m:rsi[14;vol] from t //every row apart from first due to prev in calc
update m:rsi[14;vol] by 5 xbar time.minute from t //using 5 min time frames
Again provide an example and we can help.
Cheers,
Sean