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Re: calculation of price/frequency distributions



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Carroll wrote:

<<<
Consider a function of several independent (they vary completely
independently) inputs where you want to capture the instantaneous high and
low OF THE FUNCTION occurring during the bar interval.  You can't.
>>>

I hope I'm not missing something here but couldn't the following
be done.
  If your function was hardcoded and the function was based on
an array of values, I don't see why not. For instance, let's say you
created a function that was based on the last 10 "x" values in an array
and the last 10 "x" values were the last 10 closes.

Xanswer=the function value based on the last 10 closes.

Substituting H[0] for C[0] in the "x" array would give you the extreme
highpoint value for the close-based indicator for the currentbar=Yanswer.

Substituing L[0] for c[0] in the "x" array would give you the extreme
lowpoint value for the close-based indicator for the currentbar=Zanswer.

dbs