PINE LIBRARY
Updated

SessionCandles

268
Library "SessionCandles"
SessionCandles — A library for building OHLCV candlestick data per market session.
Each session (e.g. Sydney, Tokyo, London, New York) is treated as a single candle:
- Open : first bar's open price when session starts
- High : highest high seen so far within the session
- Low : lowest low seen so far within the session
- Close : most recent close (or last close when session ends)
- Volume: accumulated volume for the entire session
- Time : bar timestamp at session open
Release Notes
v2

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