Average Initial Balance

[maher_a_79]

Hi all,

Can any one help with a script that calculates the average range of Initial Balance (1st hour of trading) on the ES for the last "n" days?

I searched and can't seem to find anything out there.

Ideas?

[maher_a_79]

I could write my own EFS if someone could point me in the right direction on how to lock back at past days and get the high and the low of the 1st hour.

Is there a function we can use to look back?