hi fat tails,
thanks for your reply.
your concept of auction bars already comes very close to what i meant.
i have no programming skills, so the question is, can i do this by myself (maybe after watching the ninjatrader programming webinar)?
i hope this question doesnt sound too simpleminded, but i thought, i already have the indicator,
i have a few other multi time frame indicators, so lets bring these concepts together.
beste grüsse in die heimat