I have this code supposed to give me the result for 5 min timeframe. But it only explores the daily timeframe and fails to reset time to 5 mins. Please help me resolve this issue...
_SECTION_BEGIN("sqeeze");
tf1 = in5Minute;
TimeFrameSet( tf1 ); // switch to 5 minute time frame
PLEASE NOTE that you can only compress data from shorter interval to longer interval. So when working with 1-minute data you can compress to 2, 3, 4, 5, 6, ....N-minute data. But when working with 15 minute data you can not get 1-minute data bars. In a similar way if you have only EOD data you can not access intraday time frames.
Note that this sentence is not burried somewhere. It literally pops up in ORANGE boxes straight into your face when you open the documentation, so it is impossible to not see it.