I'm sure this question has been answered before but I've not been able to
locate it. This situation occurs all the time in real life trading so I'm sure
it has been solved before.
Using daily EOD data, some conditions are tested and lets say you want to buy 1
tick above yesterday's High (derived from EOD data). The system is now in RT
mode looking for that move above some specified level.
I can no longer specify Ref(High, -1) because that value is constantly updating
in RT. So what code do I use to preserve that EOD previous day high when
monitoring new RT ticks coming in today looking for a trigger?
TIA
Sid
