{"id":44100,"date":"2026-06-22T22:08:43","date_gmt":"2026-06-23T03:08:43","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/creating-ohlc-and-vwap-time-bars-2\/"},"modified":"2026-06-22T22:08:43","modified_gmt":"2026-06-23T03:08:43","slug":"creating-ohlc-and-vwap-time-bars-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/creating-ohlc-and-vwap-time-bars-2\/","title":{"rendered":"OHLC \u3068 VWAP \u6642\u9593\u8ef8\u306e\u4f5c\u6210"},"content":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<h2>\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024\u3001VWAP \u30ed\u30b8\u30c3\u30af\u306e\u4f5c\u6210\u65b9\u6cd5<\/h2>\n<p>\u4ee5\u4e0b\u306e\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8\u3067\u306f\u3001[Time and Sales] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3001\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024 (OHLC) \u3092\u7c21\u5358\u306b\u4f5c\u6210\u3067\u304d\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002\u305d\u3057\u3066\u62bd\u51fa\u3057\u305f\u53d6\u5f15\u4fa1\u683c\u5024\u3092\u4f7f\u3063\u3066\u3001\u69d8\u3005\u306a\u5fc5\u8981\u306a\u5024\u8a08\u7b97\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/p>\n<p>\u6ce8:<\/p>\n<ul>\n<li>Value Bucket \u30d6\u30ed\u30c3\u30af\u306f\u5358\u306b\u300c\u5185\u90e8\u30e2\u30fc\u30c9\u300d\u9078\u629e\u3067 LAST \u306b\u5bfe\u3057\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u5185\u90e8 \u300cstoreKey\u300d\u6570\u5f0f\u306f TradeCounter \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u3092\u53c2\u7167\u3057\u3066\u3044\u307e\u3059\u3002\u300cstoreVal\u300d\u304c TradePrc \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u3092\u53c2\u7167\u3057\u3066\u3044\u307e\u3059\u3002<\/li>\n<li>TradePrc \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u306e\u6700\u5c0f\u3068\u6700\u5927\u3067\u3001\u9ad8\u5024\u3068\u5b89\u5024\u304c\u63d0\u4f9b\u3055\u308c\u307e\u3059\u3002<\/li>\n<li>\u51fa\u6765\u9ad8\u306f [Value Accumulator] \u30d6\u30ed\u30c3\u30af\u304b\u3089\u3067\u3001\u3059\u3067\u306b\u4f5c\u6210\u3055\u308c\u3066\u3044\u308b\u5404\u6307\u5b9a\u3055\u308c\u305f\u6642\u9593\u8ef8 (Time Bar) \u306e VWAP \u304c\u63d0\u4f9b\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ul>\n<h3>\u6642\u9593\u30d0\u30fc<\/h3>\n<p>\u3053\u306e\u4f8b\u306f\u3001\u6642\u9593\u67a0\u306b\u5bfe\u3059\u308b [User Defined Variable] (\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u5909\u6570] \u8a2d\u5b9a\u306b\u8a2d\u5b9a\u3055\u308c\u305f Generator \u30d6\u30ed\u30c3\u30af\u3092\u6d3b\u7528\u3057\u3066\u3044\u307e\u3059\u3002  60\u79d2\u307e\u305f\u306f 1\u5206\u306e\u6642\u9593\u30d0\u30fc\u4f5c\u6210\u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002OHLC \u5024\u307e\u305f\u306f VWAP \u5024\u306e\u51fa\u529b\u306e2\u30bb\u30c3\u30c8\u304c\u3042\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002\u73fe\u5728\u306e\u6642\u9593\u30d0\u30fc\u3068\u76f4\u524d\u306e\u6642\u9593\u30d0\u30fc\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u3053\u306e\u7a2e\u985e\u306e\u30ed\u30b8\u30c3\u30af\u3092\u4f5c\u6210\u3059\u308b1\u3064\u306e\u65b9\u6cd5\u4f8b\u3092\u793a\u3059\u305f\u3081\u306e\u3082\u306e\u3067\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/ac-creating-ohlc-vwap-time-bars-1.jpg\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p><!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p>     <!-- in source YML header, should also match the filename\/url --><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<p> <!-- pages using refernce-tab-list layout will not trigger this condition. The Heading will be set in that layout file--><\/p>\n<h2>\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024\u3001VWAP \u30ed\u30b8\u30c3\u30af\u306e\u4f5c\u6210\u65b9\u6cd5<\/h2>\n<p>\u4ee5\u4e0b\u306e\u30b9\u30af\u30ea\u30fc\u30f3\u30b7\u30e7\u30c3\u30c8\u3067\u306f\u3001[Time and Sales] \u30d6\u30ed\u30c3\u30af\u3092\u4f7f\u3063\u3066\u3001\u59cb\u5024\u3001\u9ad8\u5024\u3001\u5b89\u5024\u3001\u7d42\u5024 (OHLC) \u3092\u7c21\u5358\u306b\u4f5c\u6210\u3067\u304d\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002\u305d\u3057\u3066\u62bd\u51fa\u3057\u305f\u53d6\u5f15\u4fa1\u683c\u5024\u3092\u4f7f\u3063\u3066\u3001\u69d8\u3005\u306a\u5fc5\u8981\u306a\u5024\u8a08\u7b97\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/p>\n<p>\u6ce8:<\/p>\n<ul>\n<li>Value Bucket \u30d6\u30ed\u30c3\u30af\u306f\u5358\u306b\u300c\u5185\u90e8\u30e2\u30fc\u30c9\u300d\u9078\u629e\u3067 LAST \u306b\u5bfe\u3057\u8a2d\u5b9a\u3055\u308c\u3066\u3044\u307e\u3059\u3002\u5185\u90e8 \u300cstoreKey\u300d\u6570\u5f0f\u306f TradeCounter \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u3092\u53c2\u7167\u3057\u3066\u3044\u307e\u3059\u3002\u300cstoreVal\u300d\u304c TradePrc \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u3092\u53c2\u7167\u3057\u3066\u3044\u307e\u3059\u3002<\/li>\n<li>TradePrc \u30d6\u30ed\u30c3\u30af\u51fa\u529b\u306e\u6700\u5c0f\u3068\u6700\u5927\u3067\u3001\u9ad8\u5024\u3068\u5b89\u5024\u304c\u63d0\u4f9b\u3055\u308c\u307e\u3059\u3002<\/li>\n<li>\u51fa\u6765\u9ad8\u306f [Value Accumulator] \u30d6\u30ed\u30c3\u30af\u304b\u3089\u3067\u3001\u3059\u3067\u306b\u4f5c\u6210\u3055\u308c\u3066\u3044\u308b\u5404\u6307\u5b9a\u3055\u308c\u305f\u6642\u9593\u8ef8 (Time Bar) \u306e VWAP \u304c\u63d0\u4f9b\u3055\u308c\u307e\u3059\u3002<\/li>\n<\/ul>\n<h3>\u6642\u9593\u30d0\u30fc<\/h3>\n<p>\u3053\u306e\u4f8b\u306f\u3001\u6642\u9593\u67a0\u306b\u5bfe\u3059\u308b [User Defined Variable] (\u30e6\u30fc\u30b6\u30fc\u5b9a\u7fa9\u5909\u6570] \u8a2d\u5b9a\u306b\u8a2d\u5b9a\u3055\u308c\u305f Generator \u30d6\u30ed\u30c3\u30af\u3092\u6d3b\u7528\u3057\u3066\u3044\u307e\u3059\u3002  60\u79d2\u307e\u305f\u306f 1\u5206\u306e\u6642\u9593\u30d0\u30fc\u4f5c\u6210\u306b\u8a2d\u5b9a\u3057\u307e\u3059\u3002OHLC \u5024\u307e\u305f\u306f VWAP \u5024\u306e\u51fa\u529b\u306e2\u30bb\u30c3\u30c8\u304c\u3042\u308b\u306e\u304c\u5206\u304b\u308a\u307e\u3059\u3002\u73fe\u5728\u306e\u6642\u9593\u30d0\u30fc\u3068\u76f4\u524d\u306e\u6642\u9593\u30d0\u30fc\u3092\u793a\u3057\u3066\u3044\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u3053\u306e\u7a2e\u985e\u306e\u30ed\u30b8\u30c3\u30af\u3092\u4f5c\u6210\u3059\u308b1\u3064\u306e\u65b9\u6cd5\u4f8b\u3092\u793a\u3059\u305f\u3081\u306e\u3082\u306e\u3067\u3059\u3002<\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/ac-creating-ohlc-vwap-time-bars-1.jpg\"><\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[219],"class_list":["post-44100","doc","type-doc","status-publish","hentry","docs-category-task"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/44100","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/44100\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=44100"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=44100"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}