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Time Templates and OHLC

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  • Time Templates and OHLC

    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!
    eSignal File Share: http://share.esignal.com/groupcontents.jsp?groupid=1130
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