@JCL how much work would it be to have a sample code for that online in the manual?

My approach so far

vars Lows = series(priceLow());
vars Highs = series(priceHigh());
vars Maxs = series(priceHigh());
vars Mins = series(priceLow());



vars cls = series(NumInRange(Lows, Highs, Mins[0], Maxs[0], 24*7));