Posted By: sw1800
How to determine market gap - 05/18/17 03:43
hello, I am new to the Zorro. I am trying to determine US market open gap on symbol SPY. I am thinking to do something like
BarPeriod = 5;
asset("SPY");
AssetZone = ET;
vars Price = series(price());
TimeFrame=5*12*24; // need to skip market close
vars DailyPrice = series(price());
The problem is I have to skip market close period.. I tried some ways, it doesn't work... can someone help me here ? thanks.
BarPeriod = 5;
asset("SPY");
AssetZone = ET;
vars Price = series(price());
TimeFrame=5*12*24; // need to skip market close
vars DailyPrice = series(price());
The problem is I have to skip market close period.. I tried some ways, it doesn't work... can someone help me here ? thanks.