I would like to modify the monthly BarsType, so that if January 1st for example is a holiday, the figures for the previous month (December) last trading day's are included in the current monthly bar (January). In other words, the OHLC in the last trading day of December is also the OHLC for the first trading day of January, and is included in the January monthly bar as the first trading day of January.
I would like to do this in NT7 and NT8
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