SessionRange

The high and low of the Asia, London and New York sessions, boxed while each runs.

Each session runs from the start to the end of its hours (asia_hours, london_hours, new_york_hours) in its own time zone (asia_tz, london_tz, new_york_tz), so a clock change in one centre moves only that session. A bar belongs to a session when it opens at or after the start and before the end; hours that end before they start run past midnight and belong to the day they started.

While a session runs, its box spans the highest high and the lowest low of its bars so far. When it ends, its high and low are shown from the next bar on until the same session ends again.

A session already under way at the first bar of the data is not used. A session holding a missing bar has no box or levels from that bar on. On bars longer than a session, a bar counts for the session it opens in.