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 Post subject: Cross Above/Below
PostPosted: Wed Mar 23, 2011 12:10 am 
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Joined: Tue Mar 15, 2011 7:15 pm
Posts: 80
Hello,

I am certain this is a simple question, but I am struggling with the answer.

I have figured out the highest value of my instrument during the trading day (defined as a 24 hour period) using:
double daysHigh = Bars.HighestHigh(startOfTrdDay,endOfTrdDay);

Now I want to figure out if the current bid price of security (given by Quote.Bid) crosses above some arbitrary threshold such as (daysHigh - x%).

What is the best way to test the criteria? Thank you.


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