..TF is to be set to what value? For skipping 4 bars, how about the value 4?
Setting TF=4 will not produce correct frames - because TF just counts bars and
lands at each TFx bar , regardless if it has been skipped or not.
So, for a Globex session ending 17:00 ET and starting 18:00 ET.
[848: Wed 16-05-11 20:21] (123.91)
[849: Wed 16-05-11 20:26] (123.91)
[850: Wed 16-05-11 20:31] (123.88)
[851: Wed 16-05-11 20:36] (123.89)n FrameOffset: 3, timeFrame=4 ET Time=1636, O= 123.87600, C= 123.89500
[852: Wed 16-05-11 20:41] (123.91)
[853: Wed 16-05-11 20:46] (123.94)
[854: Wed 16-05-11 20:51] (123.94)
[855: Wed 16-05-11 20:56] (123.88)n FrameOffset: 3, timeFrame=4 ET Time=1656, O= 123.89500, C= 123.87600
[856: Wed 16-05-11 21:01] (123.90) Skiping.. Time= 1701, skipBars= -1
[857: Wed 16-05-11 21:16] (123.87) Skiping.. Time= 1716, skipBars= -2
[858: Wed 16-05-11 21:21] (123.93) Skiping.. Time= 1721, skipBars= -3
[859: Wed 16-05-11 21:26] (123.88) Skiping.. Time= 1726, skipBars= -4
[860: Wed 16-05-11 21:31] (123.92) Skiping.. Time= 1731, skipBars= -5
[861: Wed 16-05-11 21:36] (123.93) Skiping.. Time= 1736, skipBars= -6
[862: Wed 16-05-11 21:41] (123.90) Skiping.. Time= 1741, skipBars= -7
[863: Wed 16-05-11 21:46] (123.91) Skiping.. Time= 1746, skipBars= -8
[864: Wed 16-05-11 21:51] (123.91) Skiping.. Time= 1751, skipBars= -9
[865: Wed 16-05-11 21:56] (123.91) Skiping.. Time= 1756, skipBars= -10
[866: Wed 16-05-11 22:01] (123.94)n FrameOffset: 3, timeFrame=-10 ET Time=1801, O= 123.87600, C= 123.93900
[867: Wed 16-05-11 22:06] (123.92)n FrameOffset: 3, timeFrame=4 ET Time=1806, O= 123.91100, C= 123.92100
[868: Wed 16-05-11 22:11] (123.92)
[869: Wed 16-05-11 22:16] (123.93)
[870: Wed 16-05-11 22:21] (123.93)
[871: Wed 16-05-11 22:26] (123.92)n FrameOffset: 3, timeFrame=4 ET Time=1826, O= 123.92100, C= 123.92400
And no amount of tinkering will solve this with a current built-in mechanism.
If you only want to completely ignore bars outside market hours, then simply do not use their prices for your indicators
Yes, I want to completely ignore prices outside market hours.
How can I construct a series of 20min bars(or frames) that would ONLY contain prices within the defined "session"?
In general, ALL other software I worked with -TS,MC,NT,SC,WL,MT5- have "sessions" as a basic concept ( most- per day), and bar construction is governed by session start/end settings.
Porting working, tested systems to Zorro, I would like to achieve 100% consistency.
