I am interested in using the first 5 min (or perhaps 10 min) bar of the day as the set up for a trading idea.
The basic logic would be: on the opening bar of the day, if the open is the low for the bar, buy at market on the next bar, sell at close of the next bar. I would like to test this basic concept but am not sure how to run a test in WL 5 where I just consider the first bar of the day for the test. Any ideas? Thanks very much!
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