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Highs/Lows of previous days


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  #1 (permalink)
Mathers
Russia
 
Posts: 1 since Nov 2012
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I need day highs/lows values of several previous days (e.g. for prev 7 days: 14 values in total) in my strategy. What is the best way to get them? Strategy runs on 1 minute chart.


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  #3 (permalink)
 decs0057 
Munich, Germany
 
Experience: Intermediate
Platform: NinjaTrader, TWS
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Load daily data as 2nd data series

In Initialize

Add( PeriodType.Daily, 1)

In OnBarUpdate

double dailyHigh = Highs[1][x] // x = index for previous days
double dailyLow = Lows[1][x] // x = index for previous days


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Last Updated on May 15, 2014


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