Need script to export daily OHLC built from only few hours in a day

Hello,

I want to export OHLC data for daily candles for a currency. I can do that right now, but they're built off of the entire 24 hour day. Instead, I want the daily candle to built off of only a few hours I am interested in. For example, I want my daily candle to be built on the London and NY trading hours only.

I'm sure there are scripts to DISPLAY the candles on the chart, but I'm very interested in EXPORTING the data to excel to perform analytics.

Does anyone have a tool or suggestion on how to do this?

Thanks,
Matt

The first and last candles in your time range give you the open and close values respectively . . . for the High and the Low you need the Highest bar and the lowest bar and use their High and Low . . . iHighest() and iLowest() will help you. Then you can export your data to a CSV file and use the CSV in Excel.