I am trying to capture the initial balance range for ES, NQ, YM, and CL .
Initial balance = High of the first 60 mins.
Then I want to get flat at 30 % of the daily range above the first high
price_diff = (60min High - 60min Low)
Exit_target = High - 0.30 * (price_diff)
I am not sure how to go about capturing the high and low of the first 60 minutes? Any help or a point in the right direction is greatly appreciated.