Sorry but I finally got around to testing that last bit of code and it only works for the first tick at the open of a new volume bar and after that the values update incorrectly.

So I stopped trying to be clever by using arrays and went back to old fashioned loops. It is much slower to load but at least the results are correct. This one includes the volume from this time a week ago too.

for b = 1 to barindex
if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then
lastvol = volume[b]
break
endif
next

for b = 1 to barindex
if opentime[b] = opentime and opendayofweek[b] = opendayofweek then
lastweekvol = volume[b]
break
endif
next

return lastvol as "this time previous day", lastweekvol as "this time last week"

Here is a version that when applied to a volume chart draws points showing the previous days volume for the same candle at this time and the previous weeks volume for the same candle on the same day.

defparam drawonlastbaronly = true

if islastbarupdate then
for b = 1 to barindex
if opentime[b] = opentime and opendayofweek[b] <> opendayofweek then
lastvol = volume[b]
drawpoint(barindex,lastvol,1)coloured(0,0,0)
drawtext("D",barindex+1,lastvol,sansserif,bold,12) coloured(0,0,0)
break
endif
next

for b = 1 to barindex
if opentime[b] = opentime and opendayofweek[b] = opendayofweek then
lastweekvol = volume[b]
drawpoint(barindex,lastweekvol,1)coloured(0,0,0)
drawtext("W",barindex+1,lastweekvol,sansserif,bold,12) coloured(0,0,0)
break
endif
next
else
lastvol = undefined
lastweekvol = undefined
endif

return

Screenshot_1-4.png