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Understood. I can see how it may not be the best utilization of resources.
Could this be something I could possibly code within Optumas’s scripting language? As I’d like to spend time with Ganns charting method to conclude on its benefits, or lack there of, through my own studies. Cosmetically I find certain bar types more beneficial than others depending on how I’m observing the markets.
Thank you for your reply.
What is the issue with the Opens? Is it because there are data sets where the open is not right?
We could do this as we already drop the opens when the compression gets too high. So adding a property to control it should be easy. I still want to make sure that it is not another data issue with is the problem.
Alexander, I’ve looked that those charts many times but while they are the way Gann drew them, I’ve seen no evidence of any benefit over the normal OHLC bar. I’m always happy to look at any Gann idea but it has to have a clear benefit else I could be spending the development resources in other areas.
All the best