Find Today's and Yesterday's Low in Intraday 5 min Data
Author: akar
Creation Date: 10/31/2014 1:31 AM
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akar

#1

10/31/2014 1:31 AM

I want to find Today's and Yesterday's Low in Intraday 5 min Data. I'm using the following

CODE:
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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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akar

#2

10/31/2014 1:34 AM

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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Eugene

#3

10/31/2014 2:21 AM

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:

CODE:
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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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