Hi-
I am using intraday data and would like to be able to get the price from the
exact same time of day as the current bar but from x days ago. I tried to
accomplish this with ValueWhen() but I can't think of a way to set the current
bar time constant. Can anyone help?
x=2;
CurrBarTime = TimeNum();
ValAtTime = ValueWhen(TimeNum() == CurrBarTime,C,X);
...obviously the CurrBarTime just continues to roll back along with the
ValueWhen function.
Also, if I can get this to work, I am likely to come across a scenario where
there is no bar available for exactly same time on previous days. In that
instance I'd like to take the next closest bar...would also appreciate any
thoughts on how to do that.
Thank you.