Specification
Hi, I manually trade on an instrument which has an erratic session time. 1st session : 3:15-5:45=2:30 hours, 2nd season : 7:00-10:15=3:15 hours, 3rd season : 11:15-18:45=7:30 hours. I want to have a chart that sums up all bars of each session n shows only one single bar for each session. That is, programmatically, if Time[0]-Time[1] has a gap then create new candle with Open[First candle of session]=Open, Highest=High, Lowest=Low, Close[Last candle of session]=Close, Sum=Volume, Time[First candle of session]=Time.
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