Trading INTRA and accessing DAILY data, how?

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deobisnath
Posts: 40
Joined: 17 Jul 2007

Trading INTRA and accessing DAILY data, how?

Postby deobisnath » 27 Aug 2007

Dear All:
I am developing systems to trade intra day - mainly 5-minute e-mini and currency futures. However, I want to refer to DAILY data e.g. highest high over the last 12 days, or true high and true low on a daily basis? If I include Highest and Lowest functions in the system these woudl return the intra highest and lowest values, e.g. highest over the last 12 bars rather than 12 days.
Hw can I refer to daily data while trading intra data? Thanks

Deo

Pipscalper
Posts: 84
Joined: 28 Jul 2006
Been thanked: 3 times

Postby Pipscalper » 28 Aug 2007

Yoy can use the function

HighD(1) for yesterdays High of the day, same for LowD(1),CloseD(1) and OpenD(1);

Hope this helps.

deobisnath
Posts: 40
Joined: 17 Jul 2007

Thanks

Postby deobisnath » 28 Aug 2007

many thanks

Deo


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