Graham, Sebastian, thanks for the ideas. While I was waiting for a reply I continued to work on the idea some more. Here is a more complete sample line that I came up with: LT_buy = Close > Ref(HHV(High, per), -1) AND Close > Ref(LLV(Low, per), -per);
Next I need to compare the results of all three methods to see which one agrees the best with the filter I am looking for. Cheers, Sid
