For consistency, I would like to avoid adding a Daily series for each of my instruments: The close will be different on the daily to the intraday data.
I'm getting inconsistent results using things like the following, as the instruments can have different timings etc:
if (BarsInProgress == 0 && Bars.FirstBarOfSession && FirstTickOfBar)
{
timeOfInterest = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day);
}
openBar = GetBar(timeOfInterest);
Closes[x][openBar] //Gives inconsistent result!
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