Thank you very much. Really appreciate it. Grant
--- In [email protected], "rhoemke" <rob...@...> wrote: > > 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" <norm1@> 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 > > >
