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> Is there a way to calculate the high of the last X bars not
> including any bar that closes at 10:30?  In other words I want to
> know the high for a period of time measured in 60 minute bars but
> do not want the opening bar for the day included in the
> calculation... 
        if Date <> Date[1] 
        then DayHigh = 0
        else if High > DayHigh then DayHigh = High;
This code records the high *so far today* not counting the first bar 
of the day.  If you want it for an arbitrary period during the day 
you'll have to fuss with it a bit more.  For example, if you wanted 
the high since 12:30, you could replace the first line with
        if Time < 1230
DayHigh will be 0 until the 1230 bar, and after that it will record 
the highest high of the day so far.
Gary
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