Intra day system

[vesalius@xxxxxxxxxxx]

How to code a system like this:

-If time is (time of day) and close of (time of day) is above the intraday high
of previous day then buy at close.
-If time is (time of day) and close of (time of day) is under the intraday low
of previous day then sell at close.
-Exit position long and short at last bar of session.

I don't know how to relate an intra-day bar to the intra-day low or high
of the previous day.

               Many thanks in advance. S.Vesalius