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Trade day of week

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  • Trade day of week

    Is there a way, to code the Trade Day of Week (TDW) in eSignal?

    My idea is to calculate the average trading range (high(0)-low(0)) from the last 10 mondays, tuesdays ...

    For example like this

    ( (high(MondayThisWeek)-low(MondayThisWeek)) + (high(MondayLastWeek)-low(MondayLastWeek )) + (high(MondayTwoWeeksbefore)-low(MondayTwoWeeksbefore)) + ...) /10
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