I'd like to get the value, for example, of the NQ or ES at 4:00pm EST yesterday, and compare it to the value at the open 9:30am EST this morning. I know using the PriorDayOHLC will return values from different times than the ones I'd like.
I suppose I could compare the open[0] to close[900] or how many ever bars ago, but I'm sure that's an inefficient way of doing it. Is there a simpler way of doing it? Thank you for your help!
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