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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
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