Hello.
Is it possible to create candles that start and end at a custom time each day and only include data from that time period?
For example, a daily chart that shows an OHLC bar that opens at 08:31 EST and closes at 17:00 EST each day (rather than the normal 5pm to 5pm) would be very helpful to me as that is the time I trade, and would help to gauge previous volatility during that time period.
The chart would look somewhat like a normal chart except there would be gaps from Close to next Open on many bars.
Not being a programmer, I'm not sure whether this would be very easy or very difficult. Hoping for the former.
Apologies if this has already been asked and answered. I looked around the Board and couldn't find anything like this.
Any help offered would be greatly appreciated.
Thanks.