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hello,
I want to be able find the close price of
the last bar inside a day using intraday data.
The problem is that if the price stays within a
certain range during the day the position is closed at the close price. However
I need to know what the last bar is of that day otherwise it would close out the
position at the first intraday bar.
The condition therefor becomes:
1) Price is within the range.
2) AND this is the last intraday bar of this
day.
Currently I look one bar ahead to find that it is
the last bar of this day but this is not what I want,
thanks for help,
rgds, Ed
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