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Simon, all you need is a count of the number of bars back to 10:15 (maintain
in a variable e.g. CheckBarsBack) from whatever bar you are examining and
then a simple reference will get the lowest bar since that point:
Lowest(Low, CheckBarsBack). At 10:20 CheckBarsBack = 1, at 10:25 = 2, and so
on. If you want to check the lowest low since the highest high which may not
have occurred at 10:15, then at 10:15 you can obtain the highest high
9:45-10:15 inclusive Highest(High, 13) and its bar number CheckBarsBack =
HighestBar(High, 13), then simply increment CheckBarsBack as you process
each new bar.
Earl
-----Original Message-----
From: Simon Campbell <simon_campbell@xxxxxxxxxxxxxx>
To: omegalist <omega-list@xxxxxxxxxx>
Date: Sunday, January 25, 1998 3:15 PM
Subject: Lowest Low Question
>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.
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