AddDataSeries(null, new BarsPeriod{ BarsPeriodType = BarsPeriodType.Minute, Value = 450}, "US Equities RTH");
And I calculate the daily range by
if (BarsInProgress == 1) { _dayRange[0] = Highs[1][0] - Lows[1][0]; }
I am able to get most of the daily ranges correctly, but there are just some days with incorrect values. for example, holidays and fomc days. Why and how can I fix this?
For example: The FOMC day on the left should have a daily range of 73.75pts but the scripts from above calculates it as 71.75pts.
Comment