I do it like this: (in OnBarUpdate() when (Bars.FirstBarOfSession) is true):
CurrentDayOHL().CurrentOpen[0]
Bars.GetDayBar(1).Low, etc.
During backtest I use template "CME US Index Futures RTH". Data I get DOES NOT correspond to data box from the chart of daily prices with the SAME template "CME US Index Futures RTH".
Why? What am I doing wrong?
Comment