I am trying to use OF+ VP with US treasury futures. I have split the trading hours into 2 sessions. The overnight session, and the day session. Overnight runs from 5pm Central time to 7:20am central time , and day session runs from 7:20am to 2pm Central time.
When i add the VP indicator i would expect it to draw two profiles per day , i.e. overnight trading hours and day trading hours. However it doesn't, it draws one profile for the entire trading day, i.e. 5pm central to 2pm central.
How do i get the VP to observe the dual session data series and draw the split profile?
thanks
Aaron
Comment