Highs/Lows of previous days

May 15th, 2014, 04:31 AM

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.

May 15th, 2014, 05:12 AM

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

Highs/Lows of previous days

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Highs/Lows of previous days