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The code below will compute the daily High(dahi2) and Low(dalo2) for the
previous day
and give you new values at the end of the first 5min bar of the new
day..
vars:dahi2(c),dalo2(c),dahi(c),dalo(c);
if D<>D[1] then begin
  dahi2=dahi;dahi=H;
  dalo2=dalo;dalo=L;
end;
if H>dahi then dahi=H;
if L<dalo then dalo=L;
 
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