Help With Strategy

[NinjaTrader_Josh]

Not sure I follow. You don't actually need to create an array just to be able to inject that into your nom/dem calculations.

You already have the basis down for all the historical dates for nom/dem. So all you need to do now is before you do any of the historical dates, you want to do the current date first.

Assuming BarsInProgress == 0 is a 1min series and session closes at 2PM (aka 140000).

if (BarsInProgress == 0)
{
     if (ToTime(Time[0]) == 135900)
     {
          ArrayList nom = new ArrayList();
          nom.Add(Close[0] - Math.Min(MIN(Lows[dailyBars], k-1)[0], CurrentDayOHL().CurrentLow[0]));
          x=0;
          while (x < d)
          {
               nom.Add(Closes[dailyBars][x] - MIN(Lows[dailyBars],k)[x]);
               x++;
          }

          // denoms
          ArrayList den = new ArrayList();
          den.Add(Math.Max(MAX(Highs[dailyBars], k-1)[0], CurrentDayOHL().CurrentHigh[0]) - Math.Min(MIN(Lows[dailyBars], k-1)[0], CurrentDayOHL().CurrentLow[0]));
          x=0;
          while (x < d)
          {
               den.Add(MAX(Highs[dailyBars],k)[x] -  MIN(Lows[dailyBars],k)[x]);
               x++;
          }
          ...
          ...
     }
}

Now you will have to play around with the idea here as I have not tested it, but it should give you a framework as to where to go. Above shows an example of adding the current day's info into the first [0] index and then adding all the historical stuff after it so you can access the ArrayList in proper chronological order.