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Hello faustf,
Thanks for your post.
The definition of "penultimate" is "last but one in a series of things; second last.", so is your question why does the index[0] point to the prior closed bar and not the currently forming one or is your question as stated "how is possible have a body value"?
If penultimate is the issue and you really want the current forming candle, then you would change the CalculateOnBarClose from true to false as this will then make the index of [0] point to the currently forming bar and [1] would now be the penultimate bar. Please note that in this mode, the Open value will not change but the Close value will continually change until the bar is completely closed. The penultimate bars values will not change.
To get the body value of the candle, the body is defined as the distance between the Close and Open points of the candle, so Close[0] -Open[0] (or Open[0] - Close[0]) Reference: https://en.wikipedia.org/wiki/Candlestick_chart
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