Trading INTRA and accessing DAILY data, how?
Posted: Aug 27 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
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