Idea: I want to calculate a SMA from the full session (as per trading hours from instrument settings) and display the result on a RTH chart.
For that purpose I have added a secondary bar series via the indicator by using
AddDataSeries(BarsArray[0].Instrument.FullName, BarsArray[0].BarsPeriod, Instrument.MasterInstrument.TradingHours.Name, true);
What I expect to see is the values for the full session SMA being shown on the RTH chart. However, this does not work:
For the last bar of the regular session (3:15 PM) the value shown on the chart is calculated from the last bar of the night session that closes at 8:30 AM in the morning. In my opinion this is a fat bug.
I have attached a chart and a sample indicator to test the issue.
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