I would like to have a loop, and then in the loop, just use certain time 
periods for the CURRENT day only to calculate settings...  so in the loop, I 
would like to only look at bars between (945 and 1030am and 11:30 and 114am, 
and 3:30-415pm).  I can't figure out the IF part, and what to use to check for 
the time.   

for (i=0; i < barcount; i++)
{
   //if (time between 945-1030am)
   {
      // do some calc and perform TRADES
   }
   //if (time between 1130-1145am)
   {
      // do some calc and perform TRADES
   }

   //if (time between 1130-1145am)
   {
      // do some calc and perform TRADES
   }
}

Shaker.

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