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Hello
I have following question: is it somehow possible to prepere code that would merge all bars with quotes for some time period so as it would be treated as one bar by system without affecting bars beyond this "merging" period? Ex. I use hourly interval and use regular bars from 8am to 8pm and all bars from 8pm to 8am next day are merged so as the one "new" bar have following data: Open = Open at 8pm, High = the highest of highs from 8pm to 8am "old" bars, Low = similiar to High, Close = close at 7:59:59am?
Is there any topic dealing with this issue in Users' KB or regular KB or in Formula Library?
I would appreciate any advice :)
Tomasz
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