Or this variation on Herman's theme. DN = DateNum();
Newday = DN != Ref(DN,-1); BarsIntoDay = BarsSince( NewDay ); S = Sum(C,BarsIntoDay); AveClose = S/BarsIntoDay; Plot( C,"",1,128); Plot(AveClose,"AveClose",2,1); sorry can't follow up as i will be at the beach. pretty sure it works. except it doesn't count the first bar but the error will be small after a .few bars. u could add a small correctin for hte first bar
