hi, i should know this but can't figure it out at this moment.
I am working on daytrade systems (1 minute timeframe) and want to include a constraint not to buy for the first hour IF there is a gap up. I have 3 times: startTime = 153000; endTime = 220000; gapUpTime = 163000; the gap I calculate at the first bar of the day as follows: closePrice = IIf(TimeNum() == endTime,C,0); startPrice = IIf(TimeNum() == startTime,O,0); deltaPrice = startPrice - Ref(closePrice,-1); deltaPerc = deltaPrice / IIf(Ref(closePrice,-1),Ref(closePrice,-1),1) * 100; now deltaPerc is an array containing the percentage change at the first bar of the day with respect to the last bar of the previous day (assuming all bars contain data). If deltaPerc > 0.5 I only want to allow buying after gapUpTime. How can it be done? thx, Ed
