Hi,

I am trying to use both, AssetZone and AssetMarket at the same time, which does not seem to work.

What I want to achieve is to skip all bars outside of market hours and combine all bars within market hours to 1 bar.

As an example:
BarPeriod = 60;
StartMarket = 1000;
EndMarket = 1400;

I'd like to combine those 4 bars to 1 and ignore all price data points outside of those hours.

Using:
AssetMarket = UTC;
TimeFrame = AssetFrame;
vars Price = series(priceClose());

successfully skips all bars outside those hours.

Using:
AssetZone = UTC;
TimeFrame = AssetFrame;
vars Price = series(priceClose());

successfully combines all 24 hourly bars to 1 daily bar.

But so far I couldn't figure out how to only emulate those bars within those pre-defined market hours. Using AssetZone and AssetMarket in the same script did not work.

I also tried to use dayClose(UTC,1) instead, which works in showing me the closing price of the market end. However, it seems that the day functions cannot be combined with TimeFrame.

Eventually I'd like to use other indicators on those emulated bars such as SMA or RSI and I could not get this working with the day functions either.

Could anyone shed some light on this matter?