Get High and Low of the day up to a bar

[pypl]

Hi,
I would like to build an indicator that show High and Low of the day up to current bar.
So basically, it would look like a band of moving max and min but instead of moving with fix window, the window is current bar to the beginning of the day.

So at 10:00, max = highest high from 9:30 to 10:00 ; min = lowest low from 9:30 to 10:00.

I can't figure out how to do it.

Any help please?

Thank you,
HC

 

[mashume]

I'd do it this way:

declare upper;

def h = HIGH;
def l = LOW;
def t = secondsFromTime(0930);

def day_high = if t[1] < 0 and t >= 0 then h else if h > day_high[1] then h else day_high[1];
def day_low = if t[1] < 0 and t >= 0 then l else if l < day_low[1] then l else day_low[1];

plot daily_high_so_far = day_high;
plot daily_low_so_far = day_low;

In this code, we reset the day_high and day_low whenever the time last bar was before 0930 eastern and the time this bar is after 0930 eastern (works on tick and range charts this way as well as time). If the low this bar is lower than the previous recorded low, we just use this one. same for the high. Resets every day at 0930 eastern.

-mashume