I would like to calculate statistics on a symbol (ES contrinuous futures contract) that is traded 24/5 independently on the symbol I am actually trading e.g. VXX, SVXY etc. VXX trades premarket from 9AM UK (4AM EST) and I can't find a preset session setting that suits me entirely. Ideally, I would l...

Hi All, I have a strategy based on a futures symbol on Globex (24/5). Calculations are crucial to a strategy applied to a symbol that can only be traded during the standard session (with pre / post market eventually). If I load the futures symbol as a sub chart, the target symbol dictates the sessio...

Hi All,
Here is a nube question if I may: Is there a smart way to calculate the min/max of a calculated function over n bars ?
I can certainly do it the dumb way, however I wonder if the object model allows for smarter coding.
Thanks in advance
B

IB use standard Black & Scholes for European options, and I believe also for American options.
Bjerksund-Stensland is a little more tricky on exercising conditions.
I have coded my own standalone platform and I'd be happy to help if anyone needs assistance with core code (not MC specific.