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low(-1,inv("D")); does not produce yesterday's low

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  • low(-1,inv("D")); does not produce yesterday's low

    var xPlus = high(-1,inv("D"));

    generates yesterday's High but

    var xMinus = low(-1,inv("D"));

    generates a number that is NOT yesterday's Low

    Today is June 18, 2007 and I am looking at ES U7. Yesterday's high was 1554.00, which is correctly produced.

    Yesterday's low was 1546.50 but the function produces 1538.25.

  • #2
    grfiv
    As far as I can see 1538.25 was the Low for the ES U7 session for trade date 6/15/07 and was printed multiple times in overnight trading (see enclosed screenshot)
    If you want the OHLC values for the RTH (Regular Trading Hours) session you need to use the symbol ES U7=2
    Alex

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    • #3
      Brilliant. Thank you

      Comment


      • #4
        grfiv
        You are most welcome
        Alex

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