Need script to export daily OHLC built from only few hours in a day
Hello,
I want to export OHLC data for daily candles for a currency. I can do this right now, but they are built from the whole 24 hour day. Rather, I need the daily candle to constructed off of just a few hours I am interested in. By way of example, I want my daily candle to be constructed on the London and NY trading hours only.
I am sure you will find scripts to show the candles around the chart, but I am very interested in EXPORTING the data to excel to perform analytics.
Does anyone have a tool or proposal on how to do this?
Thanks,
Matt