AggregationPeriod.DAY lower timeframe issues

VIP_TOS

Member
Ruby:
def C = close(period = AggregationPeriod.DAY)[1];
AddLabel(1, c + " yesterday close", if c > 3 then color.green else color.red);



Can someone please help me understand why the code above shows a different close price on a 5min chart vs a daily chart? I am trying to get the correct previous day close price to show up on a 5m chart. It will only show correct on a loaded daily chart. I though the AggregationPeriod.DAY would do it on a 5m chart but I am getting a different close price on Futures.
 
Ruby:
input period_Type = AggregationPeriod.DAY;

def LastPrice = close;

input ticker1 = “/NQ”;
input NQ_PreviousDayClose = 13734.75;
def NQ_Percent_Chg = (lastPrice - NQ_PreviousDayClose )/ NQ_PreviousDayClose ;


addlabel(yes,"% Chg  " + asPercent(round(NQ_percent_Chg,4)),color.CYAN);



*update on my original post

I got the code above to work with input NQ_PreviousDayClose = (I would have to manually enter the CORRECT previous days close here)
I am trying to automatically get the CORRECT previous day close price for futures on a 5min chart. The code on the first original post above gets the correct close price on a day chart buy not a 5m chart. any help would be greatly appreciated.
 
@VIP_TOS
Previous day high, low, open, and close.
Ruby:
input sPeriod = {default DAY};
def offset = 1;

def varhigh = high(period = sPeriod)[offset];
def varlow = low(period = sPeriod)[offset];
def varopen = open(period = sPeriod)[offset];
def varclose = close(period = sPeriod)[offset];
 
FT.png

@Svanoy Thank you for the reply. But as you can see from the picture the correct CLOSE price does not match on the D chart vs 5min chart with that code for FUTURES. I have after hours enabled & Daily Close: Settlement on both within the settings. From my understanding & from what I was told from others is that the CLOSE Settlement on futures is determined by VWAP & this is the issue. It seems like allot of smart people tried to make this happen & there might not be a working solution. It just doesn't make since.. The TOS platform has the correct CLOSE on the D chart. I cant understand why a code can pull in the correct open, high, low but not the CLOSE.

appreciate the help & if you or anyone else have a working solution please share.



Ruby:
input sPeriod = {default DAY};
def offset = 1;

def H = high(period = sPeriod)[offset];
def L = low(period = sPeriod)[offset];
def O = open(period = sPeriod)[offset];
def C = close(period = sPeriod)[offset];

addlabel(1,"O  " + O);
addlabel(1,"H  " + H);
addlabel(1,"L  " + L);
addlabel(1,"C  " + C);
 

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