how to find yesterday for pivot point calculation

 
i am writing an EA to allow me to put a pivot point on my charts.

I would like to have it generic so it may appear on any given chart.

In order to achieve this i must get the high low and close from yesterdays trading session but not necessarily have the 1 day chart open.

I'm not having much luck.

Can someone point me in the right direction?

thanks

jimf
 
which version of mt?
in mt4 its easy
this would be your indicator (i had that already written myself and threw a few things out, so it should match your needs)

//+------------------------------------------------------------------+
//| Caramilla EQ.mq4 |
//| xxxxxxxxxxxxxxx |
//| http://www.xxxxxxxxxx.org |
//+------------------------------------------------------------------+
#property copyright "Shrak"
#property link "http://www.xxxxxxxxxxx.org"
#property indicator_chart_window
#property indicator_buffers 1

double Buff0[];

datetime ThisArr[];
double BH[50];
double BL[50];
double BC[50];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- indicators
SetIndexStyle(0,DRAW_LINE, EMPTY, 1, Blue);
SetIndexBuffer(0,Buff0);
SetIndexLabel(0,"Pivot");
SetIndexDrawBegin(0,0);
//----
//start();
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here

//----
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars=IndicatorCounted();
ArrayResize(ThisArr, Bars);
ArrayCopySeries(ThisArr, MODE_TIME);

ArrayCopySeries(BH, MODE_HIGH, Symbol(), PERIOD_D1);
ArrayCopySeries(BL, MODE_LOW, Symbol(), PERIOD_D1);
ArrayCopySeries(BC, MODE_CLOSE, Symbol(), PERIOD_D1);

//---- TODO: add your code here
int od = 0;
int dd = 0;

double Pivot;

for (int i = 0; i <= Bars; i++) {
if (TimeDay(ThisArr[i]) != od) {
dd++;
Pivot = (BH[dd] + BC[dd] + BL[dd])/3;
od = TimeDay(ThisArr[i]);
}
Buff0[i] = Pivot ;
}

//----
return(0);
}
//+------------------------------------------------------------------+

in mt3 its more difficult;)
you need to first run all bars back and save all the highs and lows of a day...
then you go the bars from left to right back to the most actual and everyday a new day is started you calculate the new pivot... i also wrote an indicator for mt3 but that is very slow... because of the 2 for-loops...

shrak
 
thank you shrak.....

i am sorry to say that i am using an older version of mt (3 i think). i appreceiate your code example as well as your suggestion for collecting the information necessary to find 'yesterday'. it is as awkward as i suspected, but....
i'll get on it soon.

thanks again
jimf