The issue I have is that the Highs and Lows of the minute data and 3 min data do not synchronize.
I expect the high of one of the 1 minute bars and the low of one of the 1 min bars to be the same as the high and low of the 3 min bars but it is not. The following demonstrates the issue. The first shown # is BarsInProgress. 0 is 3min 1 is 1min. My indicator is failing due to this issue. How can I fix it?
This data is for YM on 2/28/2013
0: CurrentBar=260- Open[0]=14071- High[0]=14076- Low[0]=14054- Close[0]=14054
1: CurrentBar=766- Open[0]=14065- High[0]=14068- Low[0]=14054- Close[0]=14054
1: CurrentBar=767- Open[0]=14054- High[0]=14055- Low[0]=14048- Close[0]=14050
1: CurrentBar=768- Open[0]=14050- High[0]=14051- Low[0]=14043- Close[0]=14051
0: CurrentBar=261- Open[0]=14054- High[0]=14057- Low[0]=14043- Close[0]=14057
1: CurrentBar=769- Open[0]=14051- High[0]=14057- Low[0]=14050- Close[0]=14057
1: CurrentBar=770- Open[0]=14057- High[0]=14061- Low[0]=14055- Close[0]=14061
1: CurrentBar=771- Open[0]=14061- High[0]=14064- Low[0]=14056- Close[0]=14059
0: CurrentBar=262- Open[0]=14057- High[0]=14064- Low[0]=14053- Close[0]=14053
1: CurrentBar=772- Open[0]=14059- High[0]=14060- Low[0]=14053- Close[0]=14053
1: CurrentBar=773- Open[0]=14054- High[0]=14062- Low[0]=14054- Close[0]=14058
1: CurrentBar=774- Open[0]=14059- High[0]=14059- Low[0]=14052- Close[0]=14056
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