Re: Referencing EOD from within intraday

[iamken <iamken@xxxxxxxxxxxxxxx>]

Here's one way to plot it.  Bottom two lines should be easy enough to reference
in a test.

MktStart:=DayOfWeek()<>Ref(DayOfWeek(),-1);
yestHi:= Ref(HighestSince(1,MktStart,H),-1);
yestLo:= Ref(LowestSince(1,MktStart,L),-1);
ValueWhen(1,MktStart,yestLo);
ValueWhen(1,MktStart,yestHi);

Regards.


Yarroll wrote:

> Hello List,
>
> Is there a simple/elegant way to reference previous _day's_ high (low, etc)
> testing intraday data?
> I can't think of anything else than using <time> function plus number of
> bars back... But even if it were  possible, then what about the days with
> shorter trading hours, or missing data, or differences between exchanges
> etc.
>
> Advice please?
> Thanks,
> Yarroll