I am using EOD values of several instruments to calculate an indicator in a multi - instrument strategy. The values are requested by Closes[0][0], Closes[1][0], etc.
It seems, however, that some values are correct and of the last close, and others are of the previous day.
Obviously, this is a session timing issue, but I have no idea how to solve it. It seems that using another session template may solve it for one, but not the other. Is there a way to specify for the correct end of session within the strategy?
I'm using Session template of - US Equities RTH since my time zone is UTC+2.
Thanks, bkool.
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