If bars represent increments of time of length DT, how can the Close price of Bar[i} be different than the Open price of Bar[i+1]? If they are different, than it seems that there must some time gap between Bar[i].Close and Bar[i+1].Open, in which case the actual Bar spacing (from Open i to Open I+1) is DT + DT2?
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Assuming you're talking about intraday (because "gap" is the obvious answer for the higher bar scales), here's a possible explanation:
Why does 1 min intraday quote have different Open & Close prices?P.S. I know that
oId habits die hard but could you target appropriate forum category next time, please? I've been moving your posts out of "Wealth-Lab 101" like there's no other for
quite a while. Thanks.
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