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I am looking for a Function that identifies a larger than average bar (i.e. the range from Low to High). The idea is to find Signal Bars as described by MS Jenkins, where a final bar of the move turns the price trend. That bar is a Signal Bar.
There is also another aspect to this where the price close has to be at an extreme of the move. However this would be easy to script.
I’m curious about Jenkins’ signals. Where did you find it in his publications?