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I am working with 5-min intraday data. I want to create a variable
called HighDay, which returns the value of the DAILY high for the
previous day. I assume that I should use the TimeFrameSet and
TimeFrameRestore to accomplish this. However, when I do this I cannot
see the values of HighDay when I run an Array Explore. If I change
the periodicity in the Automatic Analysis settings to daily it works,
but my intraday variables don't work then. Is there anyway to fix
this?
-Steve
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