Anyhow, I want to write some code that would go back a specified period of time, 2 months, 3, 6?, and gather the data from the close of the 2 minute bar.
I want to know what the opening price is, what the closing price is of that 2 minute bar and if the close is above or below that bar. Maybe by writing 'above' or 'below' next to the data.
I'd like to save this data to a file on my hard drive so I can look at it.
Anyone aware of something like this being written or close to it?
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