This works on Wednesday, Thursday and Friday. But Monday gives me no historical bars, and on Tuesday I only get one day's worth of bars.
In order to get 2 days of historical bars, Days to load needs to be set as follows:
Monday: Days to load: 4
Tuesday: Days to load: 3
Wednesday: Days to Load: 2
Thursday: Days to load: 2
Friday: Days to load : 2:
It gets even more complicated if I need 5 days or more which requires a different 'Days to load' value for every day of the week in order to actually get 5 days loaded.
I've just tested this on ES RTH Trading hours 15 min bars. I'm in GMT+0 timezone - not sure if that makes a difference.
Comment