Based on my troubleshooting, the daily MACD is calculated at 4pm when the market closes. How should I code such that the daily MACD values are calculated on the fly min by min when the market is open?
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I have a daily primary bar and 1-min secondary bar of the same instrument and I'm using MACD(12,26,9).
Based on my troubleshooting, the daily MACD is calculated at 4pm when the market closes. How should I code such that the daily MACD values are calculated on the fly min by min when the market is open?Tags: None
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