DHigh, Dlow, & DClose don’t work as expected in ProRealTime versions after 10.1.
In ProRealTime 10.2 & 10.3 use of DHigh, Dlow, & DClose doesn’t return a single value for the whole day.
Using DHigh as an example on an 1 hour chart, instead of returning the highest value for the whole day, Dhigh returns the highest value reached up to that point of the day, So if the price rises constantly throughout the day the value of DHigh will increase each hour of the day.
Hi robertogozzi you’re right, as time and price progress, DHIGH should change to reflect the highest price of the day, but in PRT 10.2 & 10.3 that change isn’t being applied to the earlier candles.
This seems to be a bug introduce in version 10.2 and carried over to 10.3.
DHigh should return the highest price achieved during the day, but for any candles that occur before the high of the day DHigh will report the wrong value.
This is shown in the image below. If you wrote an indicator to compare the high of an hourly candle to the day’s high using DHigh in PRT 10.2 & 10.3 you would get the wrong result. For example in the image below, for the fourth candle of the day (circled in red) the indicator would report that the candle’s high was the same as the day’s high, which is clearly wrong.
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