Posted By: kujo
Spread that is returned by the marketVal - 01/28/18 14:45
Hello,
I'm using M1 data with BarPeriod = 1440. I assumed that a Spread returned by the marketVal() should be an average spread for a bar, in my case the daily bar. However, the returned spread is a spread for a last M1 tick in a daily bar.
Is it working as designed?
I'm using M1 data with BarPeriod = 1440. I assumed that a Spread returned by the marketVal() should be an average spread for a bar, in my case the daily bar. However, the returned spread is a spread for a last M1 tick in a daily bar.
Is it working as designed?