Looping Through Daily One Minute Data

I'm trying to create a macro to loop through daily one minute data.I believe the flowchart would be something like:

Create Variable

For each day in recordset

Loop through each minute record

Run system rules

Copy to Seperate worksheet

End

Additional Info:

Data is in columns B-G (Date,Time,Open,High,Low, Close)

Sample system could be something like:

If Current record close price is > Past 2 records Close Price Then
Buy 100 Shares
Liquidate if poistion moves against by 10%
Take Profit if position increases by 5%
Else close by days end