Thanks for your all answers - they stimulated my thoughts. In the end 
I solved it with the following:

Buy = 0;

for (i=1; i<BarCount-1; i++)
{
        if (LongSetup[i] == 1)
        {
                Buy[i+1] = 1;
                BuyPrice[i+1] = O[i+1]; 
        }
}

Sometimes simplest is best!

Alex

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