I have a variety of prices in arrays:

ArrayA = BuyPricesA
ArrayB = BuyPricesB
ArrayC = BuyPricesC

How do I find which of these is closest to each bar's open price, eg:

ArrayA[20] = 20.04
ArrayB[20] = 19.55
ArrayC[20] = 24.00

Open[20] = 18.76

Therefore, NearestValue[20] = Arrayb[20] = 19.55

Many thanks,
Alex

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