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I'm writing some code on a 5 min S&P chart and have a question ...
At 10:15am I've captured the value of the highest high that occurred
between 9:45am and 10:15am (e.g. 'SimHigh' = 967.50):
For every 5 min bar between 10:15am and 12:15am, I want to check for the
following:
* The lowest low since 10:15 only (ingoring any lows pre-10:15)
* Is this lowest low <=Simhigh-300 points?
To avoid writing out 24 times (!!):
if t=10:15 ...
if t=10:20 ...
..etc.
is there anyway I can do this via a loop or something similar??
My problem is that the length in the lowest(price,length) function is going
to change with each bar between 10:15 and 12:15.
Any suggestions from anyone with a better programming brain than myself
will be greatly appreciated!
Simon.
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