Hi,
I am really struggling to understand how to fetch prices from multiple timeframes, especially on a new bar from another timeframe (Daily).
I have the following code:



It produces incorrect results for previous day high. Any ideas how to handle this?

Hi FXSurgeon,

dayHigh/dayLow:
"Returns the open, close, high, low, and pivot point within the market hours (by default, 9:30 am until 16:00 pm) of a given working day and time zone."

BarZone = UTC;
StartMarket = 0005; //for dayHigh/low define start of market
EndMarket = 2355; // ... end the close of market
BarPeriod = 5;

Not sure if you could set both (StartMarket/EndMarket) to 0000, in any case take care that BarPeriod "hits" the given Start and End of the Market. Had before a different issue where other times were given (example: lets assume the same 0005) but my Barperiod (=15;) did not meet the exact given time, so my functions did not get triggered.
Maybe thats not valid for dayHigh/-Low, just test it.

Edit: for dayHigh/Low you dont need to use TimeFrame ! How to use timeframe is showed in workshop 4.
There you see 2 functions above run(). the first has Timeframe =4, which means "take the barperiod within run and multiplicate with 4". In run is used BarPeriod = 60 (1 hour), so the function with Timeframe 4 works on 4 hour bars.