I want to access the Hi Low of the first 3 bar of a session on a 15 min chart. How can I do that?
More over how can i replay any historical day intraday data in a 15 min format on a chart? I mean say I want a replay of 15 mins bars from 01/02/2013 and test a strategy on that particular session as new bars appear for that day. How can I do that.
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