I have been working on an intraday (5 minute timeframe) system on futures, which does well on the last two years, based on moving average crossovers, time limits, and a weekly price-volume trend filter that allows the system to only accept long/short signals on a given week. Now a few people have told me to implement a filter based on yesterday's lows/highs, intended as supports/resistances. If the system gets a signal near those levels, it should be accepted, otherwise not. If this principle worked, I could shorten the length of the moving averages and reduce the stoploss, and maybe widen the time zones. But the question is how do you implement such a principle in easylanguage? How do you tell your system "accept a signal only if it originates from this area near yesterday's high/low, or near this swing's high/low"?