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Is it possible to use daily data for intraday backtesting (instead of
closing prices)?
Also, how would I program a raw trading range in terms of percentages
beyond the 0-100% used in oscillators? I'm curious what happens, say,
if a stock exceeds its 10-day trading range by 50 or 100% (or more or
less) to the upside or downside.
Thanks!
Paul
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