Hello, i'm using next code for this indicator:

#YESTERDAYS_CLOSE

input timeFrame = {default DAY, WEEK, MONTH};

def YstrdaysClose = close(period = timeFrame)[1];

plot YesterdaysClose = YstrdaysClose;

It's working fine for day arregation period, but on a samller time frames I have problems. Or it's working ok and I can't understand that. So the problem is:

As far as I understand this indicator must change it's value as soon, as trade session is closed. But it seems for me, that it's working wrong. Learning this indicator I can't even understand when session was closed. Can some one help me, please?

Describe the problems you are seeing so we can be more helpful.