Assume we have two consecutive S5 candle sticks, C1 and C2, each with an open, high, low and close price.
Is it correct to assume that you can derive a S10 candle stick by using these values:
Open: C1.open
High: Max(C1.high, C2.high)
Low: Min(C1.low, C2.low)
Close: C2.close