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Ed, Brian,
Thank you so much for the very detailed suggestions. I look forward to exploring them in detail over the weekend. My day job sucks the life out of me every day so the only time I have any brain mojo for studying code is on the weekends. I'll let you all know how it goes. As for now I am working on a version of the code which uses very basic timeframeset() and only a few timeframeexpand() statements. When database is set to show only day session everything so far seems to calculate perfectly.
FYI,
The project I'm working on is to code Toby Crabel's price patterns and Opening Range Breakout as discussed in his 1989 book. It requires some tweaking to ensure it's able to adjust to changing markets but so far it seems very likely to provide a robust trading system.
So far I have a complete system built using this technique but the original code is too cumbersome and takes forever to do back tests and optimizations. The new streamlined version is coming along. I have the price patterns coded, as well as the break out levels and target levels. All I need to add is some optimizeable parameters and I should be ready to start analyzing for optimum parameter values.
Good Trading everyone.
Pete :-)
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