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Utility routines for financial data analysis

Home Page: http://mmquant.net/

License: GNU General Public License v3.0

MATLAB 100.00%
matlab econometrics statistics indicators garch estimation secant financial-data-analysis

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tianhm abc1206 yinanlll lnsongxf macrofinancehub prousche

miscellaneous's Issues

tick2bar function

Hi Petr,
I sent you an email regarding a possible bug on the tick2bar function.
It keeps resetting increments every minute when generating seconds bars in timeframe not sub-multiple of 60.
Example 18 sec bars: 00:18, 00:36, 00:54, 01:00 (expected 01:12), 01:18, 01:36, 01:54... Bug?
Example 14 sec bars: 00:14, 00:28, 00:42, 00:56, 01:00 (expected 01:10), 01:14, 01:28... Bug?
Example 20 sec bars: 00:20, 00:40, 01:00, 01:20, 01:40, 02:00... Ok.
Example 30 sec bars: 00:30, 01:00, 01:30, 02:00, 02:30... Ok

Thank you! This tool is very useful!

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