Yesterday's high & low on intraday data

["Owen Davies" <owen@xxxxxxxxxxxxx>]

I'm looking for help in how to use them in an indicator or system
and can't figure out how to capture them.  I especially want to figure
out yesterday's range.  If days all had the same number of bars,
I'd write something like

If(DayOfWeek() <> Ref(DayOfWeek(), -1), HHV(High, NumberOfBars)
- LLV(Low, NumberOfBars), PREV)

More likely, I'd figure out some way to get rid of that PREV; it
takes too darned much processor time.

Unfortunately, some days are shorter than others, and you
never have a bar for every minute.  Therefore, the above
won't work.  Can't do it with a ValueWhen(), either, nor anything
else I've thought of.

Can anyone out there help me figure this one out?

Many thanks.

Owen Davies