How to access yesterday's intraday data for specific indicators' highest value

[TillonS]

Greetings!
I wanted to reach out for help after multiple attempts at trying to access previous day's indicator/study data have not worked and I am stuck. I have tried various searches to find reference information or specific examples but mostly came up empty. Many thanks in advance and all help is highly appreciated!

I am trying to:
1a. Capture Highest High of Yesterday's KeltnerChannel Upper band data from 15min intraday chart (26 bars lookback on 15min chart, and default KC indicator setting)
1b. Capture Lowest Low of yesterday's intraday KeltnerChannel Lower band data from 15m chart. (same lookback and settings as above)
2. Project the captured highest high, and lowest low values from yesterday's intraday KC data in step 1 as horizontal upper and lower lines on the today's 15min chart. These lines would show for entire given day, and redraw again next day.
3. Calculate width of KC channel range (ie. width of highest high - lowest low) at each day market open time (to be later used for further study).


Just for context, overall goal is to identify stocks in compression based on KC data, then look for breakouts, and compare breakout stocks 15min OR range to KC range, and then finally use that ratio to quantify the breakout as grade A-C, and it can lead to calculation of position size and price extension levels.)

Thank you again!
Tillon

 

[SleepyZ]

Greetings!
I wanted to reach out for help after multiple attempts at trying to access previous day's indicator/study data have not worked and I am stuck. I have tried various searches to find reference information or specific examples but mostly came up empty. Many thanks in advance and all help is highly appreciated!

I am trying to:
1a. Capture Highest High of Yesterday's KeltnerChannel Upper band data from 15min intraday chart (26 bars lookback on 15min chart, and default KC indicator setting)
1b. Capture Lowest Low of yesterday's intraday KeltnerChannel Lower band data from 15m chart. (same lookback and settings as above)
2. Project the captured highest high, and lowest low values from yesterday's intraday KC data in step 1 as horizontal upper and lower lines on the today's 15min chart. These lines would show for entire given day, and redraw again next day.
3. Calculate width of KC channel range (ie. width of highest high - lowest low) at each day market open time (to be later used for further study).


Just for context, overall goal is to identify stocks in compression based on KC data, then look for breakouts, and compare breakout stocks 15min OR range to KC range, and then finally use that ratio to quantify the breakout as grade A-C, and it can lead to calculation of position size and price extension levels.)

Thank you again!
Tillon

See if this helps

input agg = AggregationPeriod.FIFTEEN_MIN;

plot kcupper = KeltnerChannels(price = close(period = agg)).Upper_Band;
plot kclower = KeltnerChannels(price = close(period = agg)).lower_Band;

#Previous Day Range
def range    = GetDay() == GetLastDay() - 1 and SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0;

#Previous Day High
def kch      = if range[1] == 0 and range
               then kcupper
               else if range
               then Max(kch[1], kcupper)
               else kch[1];

#High extemded to shown on Today
plot kchop   = if GetDay() == GetLastDay() and
               SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0
               then kch
               else Double.NaN;

#Previous Day Low
def kcl      = if range[1] == 0 and range
               then kclower
               else if range
               then Min(kcl[1], kclower)
               else kcl[1];

#Low extemded to show on Today
plot kclop   = if GetDay() == GetLastDay() and
               SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0
               then kcl
               else Double.NaN;

def width    = kchop - kclop;

AddLabel(1, "KC Width " + AsDollars(width), Color.YELLOW);