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Hi DavidAckman, you could refer to this thread for the first question

In terms of the question (2), time variables like Time.Hour, Time.Minute and Time.Second would help. For your example,

if (Time.Hour > 10)
{
//enter trade
}

You can also use a scheduled event for your timing. That does use event handler and not run over the complete dataset. You can declare a variable decimal _previousClose and set it on the OnData event if you have it run Daily or you use the OnEndOfDay() if you are using only one market.

 // Fire plotting events once per day:
        public override void OnEndOfDay()

thank you both for your kind replies, they were helpfull!  

I have 2 more questions if you don't mind:

1) how can i use 2 different resolutions on the same asset? lets say i want to know the high or the close of the last 5 bars for both daily and 5 minutes resolution?

2) i want to insert a stop market order with a stop loss at a specific price (so i want to set both the entry price and the stop loss price) how can i implement that? 

thank you in advance, 

you were very helpful

1) look at consolidator in which you put 1 day of minute data as you need minutes resolution data as basis to get the 1 day. So you have 2 consolidators: 1 for a day and 1 for 5 minutes;

2) I am not sure, there are some samples around of stopp limit orders on bitcoins. Why not place a LimitOrder() at the time you want the specific pirce and stop loss to trigger?

Thank you Quant Trader for your replies.... 

just to make sure... i create the 2 consolidators:

public override void Initialize(){

           AddEquity("SPY", Resolution.Minute);

            var fiveMinutes = new TradeBarConsolidator(TimeSpan.FromMinutes(5));
            fiveMinutes.DataConsolidated += OnFiveMinutes;
            SubscriptionManager.AddConsolidator("SPY", fiveMinutes);
            
            var dailyMinutes = new TradeBarConsolidator(TimeSpan.FromMinutes(1440));
            dailyMinutes.DataConsolidated += OnDaily;
            SubscriptionManager.AddConsolidator("SPY", dailyMinutes);

}

public void OnFiveMinutes(object sender, TradeBar bar) 
        {
                // how do i use rolling windows here to get previous 5min bars close high low etc? 

                //do i implement entry and exit here or on OnData method?

        }

public void OnDaily(object sender, TradeBar bar) 
        {
                 // how do i use rolling windows here to get previous days close high low etc? 

                 //do i implement entry and exit here or on OnData method?
        }