Find bar of the same time one day ago

1. You probably do not want yesterday (weekends and market holidays.) You want trading days.
2. Save the time, find yesterday date, find the correct time.

   #define HR2400 (PERIOD_D1 * 60)  // 86400 = 24 * 3600 = 1440 * 60
   #define INDEX   uint
   #define SECONDS uint
   SECONDS     time(datetime when=0){        if(when == 0) when = TimeCurrent();
      return SECONDS(when % HR2400);
   }
   datetime    date(datetime when=0){        if(when == 0) when = TimeCurrent();
      return datetime(when - time(when) );
   }
   datetime    tomorrow( datetime when=0){   return date(when) + HR2400;          }
   datetime    yesterday(datetime when=0){
      datetime  BOD  = date(when);
      INDEX    iBod  = iBarShift(_Symbol, _Period, BOD);
      return date(Time[iBod-1]); 
   }
   :
   datetime when         = TimeCurrent();
   SECONDS  TodayTOD     = time(when);
   datetime yesterdayBod = yesterday(when);
   INDEX    yesterdayTOD = iBarShift(_Symbol, _Period, yesterday + TOD);

3. The other approach is to use the D1 chart, but you must must handle 4066/4073 errors.
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Thank you whroeder1, I think it will work just fine (I'll test it tomorrow). There's no way working around that complexity, is there ;)

So I tested it doesn't quite work, but I can't understand why. Something is fishy with unix time...

I have a Log function which logs Date of Day and Time of Day when OnCalculate is called.

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
  Print("Date of Day time[rates_total-1-0) = ", TimeToStr(DateOfDay(time[rates_total-1-0])), " time into day = ", TimeToStr(TimeOfDay(time[rates_total-1-0]), TIME_SECONDS));
  
  ...
  }

Now I would've expected it to log the date of the day of the first bar from the back of the chart and the time in seconds that we've already progressed into that day at this point. So what I expected was:

Date of Day time[rates_total-1-0) = 2014.06.12 00:00 time into day = 14:30:00

What actually prints though is:

Date of Day time[rates_total-1-0) = 2014.06.12 08:30 time into day = 06:00:00

The day doesn't start at midnight, and TimeOfDay() is also off therefore. It seems like the linearity of unix time is broken somewhere and the seconds do not add up to all full days since 1970.1.1 ... How can this even be?

1. • FX opens 5pm ET Sunday and ends 5pm ET Friday. Some brokers start after (6pm is common/end before (up to 15 minutes) due to low volatility.
               Checking for Market Closed - Expert Advisors and MQL5 programming forum Trading - MQL5 programming forum Swap is computed 5pm ET. No swap if no open orders at that time.

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   • Brokers use a variety of timezones. Their local time (with or without DST,) GMT/UTC, GMT+2, NY+7.

     Only with NY+7 does the broker's 00:00 equals 5pm ET and the start of a daily bar is the start of a new FX day.

     GMT brokers, means there is a 1 or 2 hour D1/H4 bar on Sunday (depending on NY DST,) and a short Friday bar.

     GMT+2 is close but doesn't adjust for NY DST.

     EET is closer except when their DST doesn't match NYs. Last Sunday of March and 1:00 on the last Sunday of October vs second Sunday in March and return at 2:00 a.m. EDT to 1:00 a.m. EST on the first Sunday in November.

   • Non-NY+7, means the chart daily bar overlaps the start, and converting broker time to NY time requires broker to GMT to NY timezone conversions.

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   • If you search the web you will find differing answers. Those are all wrong (half the year) because they do not take DST into account (or that it changed in 2007 [important when testing history.])

What is "d assistant"??