Hi All,
Does anyone have a solution for defining the low traded price as a stored value? Under most circumstances this isn't a problem for me and I can do this easily by simply using a stored value.
However, every now and again I come across a race where a random amount of money at 1 price (let's say 0.2k) has matched many ticks below the active trading range, this isn't ideal as the low traded price is being defined at this level.
In this instance I would like the low traded price to be at the bottom of the active trading range.
Any help is much appreciated!
