LOOKUP Function :

12

BUY   : Current high > 15 min high
SELL : Current low < 15 min low

BUY{
set hv = LOOKUP(20171229,091500,HIGH);
CROSSOVER(HIGH,hv);}

LONGEXIT{
set lv = LOOKUP(20171229,091500,LOW);
CROSSOVER(lv,LOW);}

Similarly,

SELL{
set lv = LOOKUP(20171227,091500,LOW);
CROSSOVER(lv,LOW);}

SHORTEXIT{
set hv = LOOKUP(20171227,091500,HIGH);
CROSSOVER(HIGH,hv);}

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