From an intraday chart, what's the best way to get the average daily high/low, say over the last 5 days?
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futurenets
Here is a post by JasonK with an efs for a Daily MA to be used in intraday.
Alex
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Hello futurenets,
I think you just need to compare apples to apples. For example, if you run your code on a chart with "ES #F=2" on a 15min chart then getTodayOHLC.efs will return the high from the Daily interval of "ES #F=2." Likewise for ES #F or ES U3.
ES #F=2
ES U3
Jason K.
Project Manager
eSignal - an Interactive Data company
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