Thanks for your comments guys.

That's exactly what I was thinking. I was hoping that there would be a simple way around this but your comments seem to confirm that there is not.

FYI, I have got 1 minute price data from TS. I have experimented quite a bit with Weekend/BarZone/StartEndMarket/StartEndWeek/AssetMarket and TimeFrame/framesync/frameOffset/frame() to create bars and frames but could not replicate TradeStation's bars.

Also by creating custom bars and frames there's always the issue that the open equals the previous close. This is a huge problem when trying to code gap strategies, entering at the next bar's open or current close or coding patterns (e.g. Close(1)>Open(1), which in Zorro more or less means Close(1)>Close(2)).

Would you be able to provide a code example for mimicking TS's bars?


Or indicate how it could work?
Would creating 2 different frames, one for the open and one for the close solve it?