Originally Posted By: PriNova
does this mean from your answer, that close(1) == open(0) always?

Almost. Price quotes arrive in milliseconds and come from many different sources, so they are mostly uncorrelated. Thus any difference between close(1) and open(0) is negligible.

Still, when your script compared close(1) with open(0), it could theoretically generate some trades, which would be of course totally random. But you compare high(1) with low(0) in hour bars, and that occurrence has zero probability in real price data. It would mean that of the millions of price quotes that arrive in an hour, no single quote would be lower or higher than the close or open. That just does not happen.