function run() 
{
	StartDate = 20200305;
        EndDate = 20200311;
	
	BarZone = EST;
        BarPeriod = 30;
	setf(BarMode,BR_MARKET);
	
	StartMarket = 0930;
	EndMarket = 1600;
	set(LOGFILE+PLOTNOW);
	
	asset("SPY");
	vars Prices = series(priceClose());
}

End of lookback period

[143: Thu 20-03-05 14:30] (304.99)
[144: Thu 20-03-05 15:00] (304.59)
[145: Thu 20-03-05 15:30] (305.55)
[146: Thu 20-03-05 16:00] (306.03)
[147: Thu 20-03-05 16:30] (307.94)
[148: Thu 20-03-05 17:00] (305.75)
[149: Thu 20-03-05 17:30] (304.47)
[150: Thu 20-03-05 18:00] (302.49)
[151: Thu 20-03-05 18:30] (303.08)
[152: Thu 20-03-05 19:00] (303.50)
[153: Thu 20-03-05 19:30] (301.43)
[154: Thu 20-03-05 20:00] (302.34)
[155: Thu 20-03-05 20:30] (300.65)
[156: Fri 20-03-06 14:30] (293.18)       //14:30 Winter (Daylight Saving)
[157: Fri 20-03-06 15:00] (293.34)
[158: Fri 20-03-06 15:30] (296.42)
[159: Fri 20-03-06 16:00] (297.09)
[160: Fri 20-03-06 16:30] (295.14)
[161: Fri 20-03-06 17:00] (294.94)
[162: Fri 20-03-06 17:30] (293.21)
[163: Fri 20-03-06 18:00] (294.56)
[164: Fri 20-03-06 18:30] (295.59)
[165: Fri 20-03-06 19:00] (293.66)
[166: Fri 20-03-06 19:30] (293.46)
[167: Fri 20-03-06 20:00] (291.01)
[168: Fri 20-03-06 20:30] (292.19)
[169: Mon 20-03-09 13:30] (275.30)  //13:30 Summer (Daylight Saving)
[170: Mon 20-03-09 14:00] (279.87)
[171: Mon 20-03-09 14:30] (280.75)
[172: Mon 20-03-09 15:00] (278.62)
[173: Mon 20-03-09 15:30] (281.06)
[174: Mon 20-03-09 16:00] (282.70)
[175: Mon 20-03-09 16:30] (281.02)
[176: Mon 20-03-09 17:00] (279.72)
[177: Mon 20-03-09 17:30] (278.61)
[178: Mon 20-03-09 18:00] (275.83)
[179: Mon 20-03-09 18:30] (274.95)
[180: Mon 20-03-09 19:00] (276.62)
[181: Mon 20-03-09 19:30] (277.91)
[182: Tue 20-03-10 13:30] (284.64)
[183: Tue 20-03-10 14:00] (282.64)
[184: Tue 20-03-10 14:30] (282.36)
[185: Tue 20-03-10 15:00] (278.61)
[186: Tue 20-03-10 15:30] (274.91)
[187: Tue 20-03-10 16:00] (275.47)
[188: Tue 20-03-10 16:30] (277.59)
[189: Tue 20-03-10 17:00] (278.37)