A little late to this post - where would I find information on how to add a MQL4/MQL5 function? As I need to square certain values for a calculation.

@sktsec sorry, you are right, the latest 'valid daily low' in the screenshot would not be confirmed until the next days candle closed.

I'm having issues trying to figure out how to identify a daily high/low levels.

I have two variables, 'Daily_High' and 'Daily_Low'. A daily high is defined as a high of the day (day 0) that has a lower daily high with the candle immediately before and after (day -1 and day 1). The opposite is true for a daily low.

For these levels, price must not have breached the high or low yet (see attached screenshot)

I only need to know the most recent high/low but if that high/low is breached the variables need to be updated to the next valid high/low.