Thanks for getting back to me. I've been doing a lot of work with their API. I'm pulling these trades I posted (for LTC) via
https://btc-e.com/api/2/ltc_usd/tradesI can't seem to duplicate some of BCW numbers for their time intervals as you can see by my example I posted. Is it correct to assume a 9:45 data point spans trades between 9:45 and 9:42? I took a screen shot from BCW from the above example and I've attached it:
http://i.imgur.com/lK7WTh0.pngI also can not duplicate their indicators. Are their parameters based on intervals? For example a SMA of 10/20 on a 3min chart is that 10 moving sample once every 3 minutes or are they doing something different? Their lines are much smoother than I am able to duplicate for the same settings.
You have 3m selected for your time interval, so presumably (and it depends on how BCW is calculating it) that data is for a window beginning 3 minutes prior to that point, ending at the point you selected. So the 'open' amount is the price 3 minutes ago and the 'close' amount is the price at that point.
I think SMA of 10/20 should be across the 3 min samples yes. Again, depends on their implementation.
I'd advise focusing on your own interpretation of the data rather than trying to duplicate BCW, because who knows what they're doing under the hood.
Hope that helps.
