High5 = Highest price 5 days ago
Low5 = Lowest price 5 days ago
High 4 = ...
Low 4 = ...
(or more likely I'd load into an array, but you get the idea).
The strategy will be an intraday strategy - perhaps a 2000 tick or 5 minute - but that doesn't really matter. I was thinking that perhaps I also need to use AddDataSeries and add a separate daily series, but I'm not sure how to get these historical values within the strategy. Any help is appreciated.
Thanks.
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