Actually I tried it earlier and it works very well for EOD data.
What I wanted is to check yesterday's close which is an EOD data to today's open which is intraday data (early in the morning 15 minutes after the market opens). Of course after downloading the latest quotes for the day.
It does not work in this scenario.
The purpose of this is I would like to know 15 minutes after the market open, which stocks have opened below their prior days close.
On a separate note, how do i refer to intraday data in a formula? If i know this I can write the formula myself. With the above trading rules, it takes the open from the last EOD available data and not the intraday data.
Ok, first you will need to change the watchlist time-frame to intraday.
Then you can use the following function to get the last day close price from the historical database.
TimeframeGetSeries1(Name(), 1, close, LastData, 1)
- stocks are below yesterday's close
close < TimeframeGetSeries1(Name(), 1, close, LastData, 1)
In intraday data, "open" do not refers to the day's open but to the open of the current bar.
We will create a function that gets today and past days open, high, low and close prices when working with intraday data.
Another solution is to use the following downloader to get the last quotes (historical with 15-minutes delay), and then apply the above rules. Daily Stock Quotes - Stock Market EOD Data