FORWARD NORMALIZED MOV AVG - Code removes gaps from intraday data to provide smooth MA for intraday S&P500 system.
DAILY AVG TRUERANGE - Daily average TR using function to synthesize daily average from intraday data
SYNTHETIC WEEKLY AVG - User function synthesizes weekly XAverage from daily data
OPTIMIZING THE TIME OF DAY - Using the bar of day function instead of the time of day to optimize systems