I need to get the Medians[1][0] but before 930am it only gives me the day before, for example Medians[1][1], or the median of the daily high/low from 2 days ago. Once the market opens at 930 them it gives me the correct Medians[1][0].
This issue happens in realtime but in backtest it does give the right values.
My primary series is ES but I am attempting to generate trade signals from other secondary series. Of course ES trades before 930am. i have tried changing the session start time to before 930am but this does not solve the problem.
What is a good workaround?
Thanks,
EliteTraderNYC
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