im looking at the first bar of a session in a multi time series script where the secondary series is tick or volume based, using historical data.
Is there some quick way i can flag that the first bar of today's session for ANY timeframe has been processed - thanks.
Initialize(){
Add(PeriodType.Tick, 100);
CalculateOnBarClose = false;
}
Update(){
if (BarsInProgress == 0 && Bars.FirstBarOfSession)
{//Blah0}
if (BarsInProgress == 1 && Bars.FirstBarOfSession)
{//Blah1}
}

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