The built-in studies that try to find a trading day boundary are all inflexible to meet the needs of global markets. For example, floor trader pivots, OHLC Yesterday, to name a few. They make the assumption that the end of day is midnight rather than inspecting the symbols defined session and using the defined start and end time.
For example, it currently looks like this in the code:
Code: Select all
if (Bars.Time[0].Date != Bars.Time[1].Date)
Code: Select all
if ((Bars.Time[0] > Bars.SessionStartTime) && (Bars.Time[1] <= Bars.SessionEndTime))
MK