inv("D")

[clearpicks]

when using inv("D") to retrieve the daily OHLC data on intraday charts, it seems the cutoff time is always set to 0:00, that is for all bars between 16:30 and midnight on ES, the value returned by high(-1, inv("D")) actually is the high of two trading days before because officially the bars after 16:30 should belong to the next trading day. So strictly speaking, it seems inv() is not implemented flawlessly.


function preMain()
{
setPriceStudy(true);
setComputeOnClose();
setStudyTitle("TestDailyOnIntradayChart");
}


var barState;

var returnArray;
var dailyHighStudy, dailyLowStudy, dailyCloseStudy, dailyDayStudy;
function main()
{
barState = getBarState();
if ( barState == BARSTATE_ALLBARS ) {
setDefaultBarFgColor(Color.blue, 0);
setDefaultBarFgColor(Color.blue, 1);
setDefaultBarFgColor(Color.yellow, 2);
setDefaultBarFgColor(Color.red, 3);
setDefaultBarFgColor(Color.red, 4);
setPlotType(PLOTTYPE_FLATLINES, 0);
setPlotType(PLOTTYPE_FLATLINES, 1);
setPlotType(PLOTTYPE_FLATLINES, 2);
setPlotType(PLOTTYPE_FLATLINES, 3);
setPlotType(PLOTTYPE_FLATLINES, 4);
returnArray = new Array(5);

dailyHighStudy = high(inv("D"));
dailyLowStudy = low(inv("D"));
dailyCloseStudy = close(inv("D"));
dailyDayStudy = day(inv("D"));

returnArray[0] = dailyHighStudy.getValue(-1);
returnArray[1] = dailyLowStudy.getValue(-1);
returnArray[2] = dailyCloseStudy.getValue(-1);
//returnArray[3] = dailyHighStudy.getValue(-2);
//returnArray[4] = dailyLowStudy.getValue(-2);
// returnArray[3] = high(0, inv("D"));
// returnArray[4] = low(0, inv("D"));
}
else {
returnArray[0] = dailyHighStudy.getValue(-1);
returnArray[1] = dailyLowStudy.getValue(-1);
returnArray[2] = dailyCloseStudy.getValue(-1);
//returnArray[3] = dailyHighStudy.getValue(-2);
//returnArray[4] = dailyLowStudy.getValue(-2);
// returnArray[3] = high(0, inv("D"));
// returnArray[4] = low(0, inv("D"));
}


return returnArray;

}