Need price at a specific time- using tick bars
Posted: 08 Sep 2013
The subject line says it all, I'm looking to capture the price at a specific time (say 9am) on CL using 800 tick bars... sometimes I get a bar that closes at 8:58 and the next bar closes at 9:02.. BUT there is a price at 9am, how can I capture it ?
I know a GV from a minute chart would work but I'm looking for somthing more elegant than a GV sledge hammer... I thought using intrabarpersist somehow ....
I tried this but no luck..
I know a GV from a minute chart would work but I'm looking for somthing more elegant than a GV sledge hammer... I thought using intrabarpersist somehow ....
I tried this but no luck..
Code: Select all
vars:intrabarpersist prc(0);
If time = 0900 then begin
Prc = C;
end;
plot1(prc,"price at 9am");