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Owen,
hope, this is what you're looking for.
Jan Philipp
----- Original Message -----
From: Owen Davies <owen@xxxxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Sent: Tuesday, March 21, 2000 7:21 PM
Subject: How do I find the first bar of the day on an intraday file?
> 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
>
Attachment Converted: "f:\eudora\attach\Highlow.ela"
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