I’m programming a strategy based on data series 2 ticks range. My entry is on the first tick of the bar but sometime the Open[0] value is that of the previous bar.
For example (see screenshot attachment) the Open[0] should to be 145.59375 (145’19) instead 145.65625 (145’21).
Does someone has already encountered this problem and can tell me how to solve it?
Thank you,
Michel
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