I want to find Today's and Yesterday's Low in Intraday 5 min Data. I'm using the following
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The values don't match the actual lows. e.g. run it on AAPL from 10/20/2014 - 10/30/2014
How do I get the correct value ?
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Also, from a daily interval, how do I find the "Close" value of the intraday bar when today's low was less than yesterday's low but the "Close" value of the intraday bar was higher than yesterday's low.
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CODE:
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Don't use fixed bars as a period, it's not reliable. The easiest technique would be to compress the scale to daily like this:
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QUOTE:
Also, from a daily interval, how do I find the "Close" value of the intraday bar...
That is also possible:
Intraday / Multi-Time Frame |
Accessing Intraday data from Daily
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