I have an EFS script that takes a look at the current day's OHLC. However, depending on the time template, the expected OHLC isn't as expected.
For example, on the emini (ES), I have a time template for just 9:30-4:00, which excludes the overnight data. But when my EFS grabs yesterday's "low", for example, it includes the overnight data. What do I need to do to make it return what I expect?
// Example code
dailyLow = low(inv("D"));
vLow = dailyLow.getValue(-1);
Thanks!
For example, on the emini (ES), I have a time template for just 9:30-4:00, which excludes the overnight data. But when my EFS grabs yesterday's "low", for example, it includes the overnight data. What do I need to do to make it return what I expect?
// Example code
dailyLow = low(inv("D"));
vLow = dailyLow.getValue(-1);
Thanks!