Getting Daily Values in IntraDay Backtesting

[eurostoxx]

I was thinking of making a simple strategy to use in a 5min chart that would basically buy if today is up 2% or 20points or whatever and if the current time is > 2pm

I can code that stuff. My question is if I call High(0, inv"D" ) I will get the Daily High, made at 4pm (assuming its stocks) and not the high at 2pm or whenever.

Is there a function that I can call to get the high/low price of a day at a specific time, or would I have to build this myself

Thanks

[ACM]

eurostoxx
In his dsUtilities function library Chris Kryza provides a dsgetValueAtTime() function which you can try.
Aside from that you would need to create your own
Alex

I was thinking of making a simple strategy to use in a 5min chart that would basically buy if today is up 2% or 20points or whatever and if the current time is > 2pm

I can code that stuff. My question is if I call High(0, inv"D" ) I will get the Daily High, made at 4pm (assuming its stocks) and not the high at 2pm or whenever.

Is there a function that I can call to get the high/low price of a day at a specific time, or would I have to build this myself

Thanks