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Any ideas how to extract weekly closes from a smaller-scale data like
intraday or daily? The problem, as I see it, is that simply writing
if DayOfWeek(Date)=5 then ...
does not work as often a trading week may end on Thursday, or even
Wednesday, due to various holidays. And I would not want to wait for the
next bar (Monday, Tuesday, whatever) to get the weekly close confirmed.
Ivo
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