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NinjaTrader
Indicator with Bar stats in Market Analyzer?
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Adding an indicator columns with Prior day OHLC and Current day OHL would give you all values you desire other than volume. For that, you could add another indicator column with VOL selected.
I am not aware of an all-in-one solution to what you're looking for, but I encourage others users to chime in if they are aware of other options.
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