Find OHLC of previous day 5 mins candle which made Day High

AFL Programming
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I need to find OHLC of previous day 5 mins candle which made Day High.
Suppose on previous day, Day High was made at 11:57.
So I need to find OHLC of 11:55-12:00 Candle.

Is there a way to achieve this ?

2

@leo1185,

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1 Like
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Hi,

Actually I have been googling since morning to find a work around for this.
But till now there is no success. Most of answers there provide a way to find previous day OHLC, or first/last candle of day OHLC. But couldn't find a way to solve my problem.

Please let me know if my question lacks clarity.

Thanks

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Please let us know when you have "Verified Badge".

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