The "prev()" special function.
Question
I am new with Esper so i am unable to solve a simple problem. All i have to do is to get the difference of current close of bar with the previous close of bar. Whats the smartest way to approach this problem in esper?
Result= CurrentBar.Close - PreviousBar.Close.
EDIT:
I am using following piece of code will this work?
select
prev(0,close) - prev(1,close) as return,
security
from
Bar.win:length(2);
Solution
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