Thanks again for the further info. I believe I understand the situation now.
The market profile formula uses both Day() and TimeFrameGetPrice(), and this situation calls for taking care. Pictures help to explain, by plotting arrays (as previously recommended!). I've posted what I've come up with here . <http://www.codefortraders.com/phpBB3/viewtopic.php?f=38&t=249&p=582#p58\ 2> Cheers! --- In amibroker@yahoogroups.com, reinsley <reins...@...> wrote: > > > I can see that Market Profile formula works fine once I removed the > 22:00 quotation that contained 4 times the close of 21:59 bar. > > My night session is empty of data. The last bar of the day is 21:59 and > the next one is 08:00 > > I agree it's not clear. The things happen like 22:00 is the next day > with "Show day and night session only" and > Day session RTH Start 08:00 End 21:59 > Night session ETH Start 22:00 End 07:59 > > I removed manually the 22:00 bars from my data base. I can't check what > happens with a 22:00 bar between the two settings : > "Show day and night session only" and "Show day session". > > I will try both settings if a 22:00 bar appears again. I did not modify > the TWS IB auto logout, it's 22:02. > > Best regards > > > > progster01 a écrit : > > > > --- In amibroker@yahoogroups.com <mailto:amibroker%40yahoogroups.com>, > > reinsley reinsley@ wrote: > > > > > My Intraday settings are : Day session RTH Start 08:00 End 21:59 and > > > Night session ETH Start 22:00 End 07:59 > > > > > > Sometimes an extra tick appears at 22:00 (not every day) and it opens > > > a new bar that stay as a dash (open = close and no wick) > > > > Reinsley, > > > > Thanks kindly for the extra description. > > > > During the "normal" case (no extra tick at 22:00), is your night > > session empty of data, making the next data item at 08:00 the next day? > > > > I'm still not perfectly clear on why the tick at 22:00 causes the > > problem, because I don't see why 22:00 would open a new day(). > > > > >
