Ok, I just wrapped it up and posted it to the AB AFL library. As I use this in my trading strategy development I may discover more ways to refine this. (if I do I will update it). But for now the tool is done as far my present needs and I can finally get started on optimizing my latest entry strategy for intra-day futures trading. Perhaps the next project will be an intra-day scale IN strategy for futures. At that point I could merge the two into a nice platform to test various strategies. Here's the direct link: http://www.amibroker.com/library/detail.php?id=1204
Pete :-)
