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I would like to scan opening range breakout. Since I have no experience to work with realtime data, I would liek to have your help and advice.
1. How to determine the High and Low of the first 30 minutes of trading session?
2. A 5 cents offset will be added to the High and Low of the Opening Range [30-minute].
3. How to scan the rest of the daily data against these two variables [30-min High and 30-min Low]?
Thank you.
CC
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