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I'm trying to write a simple intraday MA crossover script that enters a
trade long/short if the price moves above/below the intraday high/low.
I have no idea how to determine the intraday high/low - all I can think of
is to specify a defined time period of say 50 and use Ref(C,-50) as the
determinant, but in the morning that could reference previous day's quotes
and not signal and entry for me.
Any help would be greatly appreciated.
Arthur
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