NewDay = Day() != Ref(Day(),-1); HighFirstBar = ValueWhen(NewDay, H);
Buy = Cross(H, HighFirstBar); // Doesn't give signal if second bar high is already // higher than HighFirstBar and high never comes back this day. // But Buy = H > HighFirstBar gives a // signal for every bar that got higher high than first bar. Regards --- In [email protected], "longarm61" <no...@...> wrote: > > This has to be simple but I can't quite figure it out. How would I code this > for backtesting (using 1-minute intraday data): > > Buy if High is higher than the High at 9:30 (or first bar of the day). > > So, if at, say, 9:38, the price surpasses the opening bar's high, it's a buy. > > Thanks in advance. > > Grant >
