I have a continuous tick by tick calculation. I need the changes of its value on each bar. I need a dataseries of them to make calculations.
I tried to reset the value with FirstTickOfBar. But sometimes it seems to ignore this part and adds the change to the value of the previous bar.
Could you tell me what is the problem or suggest any other solution to get the changes in value?
Can you help answer these questions from other members on futures io?