I noted a similar situation with a different broker. What I noted was that the iClose() of bar 0 did not tie out with the chart close for bar 0. When you go back one bar, to bar 1, the iClose() ties out with the close of one bar ago. This is the case for bar 2 as well. I was expecting to see the last tick of bar 0 to become the close for bar 0. Does anyone out there know bar 0 is different?
See attached.
How does the iClose() function work? In other words when I look on my chart and identify a bar 0, shouldn't this function pick up the value of the close for that particular bar? In putting together an EA, I was able to tie-out bar 1 and bar 2 close values from the iClose() function with the previous bar's close value on the chart as well as the bar prior to this. What I noted was that my iClose() function for bar 0 is not picking up the last tick value for the last tick in the data.
See attachments.