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How do I find the first bar of the day on an intraday file?



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The subject line about says it.  I've just tried to test a trading
technique that requires identifying the high and low since the
first bar of the day.  I tried several variations on

Highest(High, MRO(DayOfWeek(CurrentBar) <>
                                  DayOfWeek(CurrentBar)[1], Len, Occur))

and couldn't get it to work.  Alternatively, I could use the
time of the opening bar of the day, but what if there wasn't
a trade in the first minute?  Or Time < a margin for inactivity,
but that messes up if the opening bar happened on time and
turns out to have been the high or low.

I'd appreciate any ideas.

Owen Davies