I have a mixed database with 5-minute data as the lowest resolution. I've got EOD-quotes from Yahoo and intraday from OpenTick.
I'm working on an exploration where I want to get the size of the Opening Gap. Currently my code looks like this: TimeFrameSet (inDaily); OpeningGap = (0 - Ref (C, -1)); OpeningGapPct = (OpeningGap / Ref (C, - 1)) * 100; Filter = OpeningGapPct > 0.1; (The 0.1% gap is to test the code). However, the result of my exploration show 5-minute bars where the gap occurs, not daily bars. What am I missing?
