I am running an EFS against the first 1/2 hour of dax trading. However, the opening bar is usually not at midnight pacific time, and I am getting strange results for either highs or lows, indicating that I am getting bad data. For example, while the actual high in the first 1/2 hour was 3411, the efs study for the high shows 3436. I know the EFS works becuase I use it on the daily eminis. So can you check to see why this data is wrong? Did you throw out a fantom high. It appears to have come on the first bar.
Thanks
Mike
Thanks
Mike