Thanks acidburn! True - Open is a bit more complicated - something like:
if((Market has been closed) or (Tick time == Bar start time)) Open = Bar's first Tick price;
else Open = last Bar Close;
???
Nope. I still don't like it. I think Open price should bear no connection to the last bar. One bar should be completely independent of the other. And bound only by time, as candlestick chart is time based.
So quoting your rules, i think Open only need this one: "Open = Bar's first Tick price"
