I am trying to find out how you would write a formula using intraday charts where you want to collect the closing price of the previous day at 4.15pm on a futures contract e.g. ES for S&P where that contact has data posting outside the normal hours of trading (i.e. globex prices). Having got the previous days close I want to compare this to the intraday 9.30am open and then run a system test on a set of rules based on the difference between teh prices. The rules for teh current day looking at an intraday periodicity of 5 minutes are not a problem but the method to gather the previous days regular session closing price and current day regular day opening price does not seem to be possible. It is possible to load the ES #F=2 symbol from esignal which restricts data between 9.30am and 4:15pm so you could use the last bar of the previous day for close and and first bar of teh current day for the open but I still don't see how that is achievable since you want the system tester to only take a trade on conditions existing on the first opening bar and not later in the same session. Anyone help on this please?

I was trying to find a way of testing out a theory based on opening gaps determined at 9.30am market open as against the previous close at 4.15pm the previous day (or whaterever the regular session close time is). I don't understand what you mean by 'Not in Metastock now' - I will give your suggestion a try though and see if I can get the thing to work as I want.

Thanks

slipperx