For accurate calculation, it would be great to make personal arrays of data, and apply calculation of each of the indicators you are using on them, but it is not possible. However, there are 2 possibilities:

1. use a time condition to allow or not your variables to be populated or not with the price data (the easy way, but not the more accurate one …)
2. deconstruct all your indicators’ codes, make loops in the past, add time conditions to jump other not desired datas, and inject OHLC into indis calculation (the hard way but the better, but with limitations and a very painful work…).

ok, so to be clear, with the Donchian channel, let’s say of 20 periods, do you want to use the yesterday’s bars (before 220000 yesterday) for the calculation of the first 20 periods of the day (after 080000)?

I need to rest a bit! Too hot near a computer 🙂

period = 20

tcondition = time>=080000 and time<220000
hh=0
ll=close*100
count=0
for i = 0 to barindex do 
if tcondition[i] then 
hh=max(hh,high[i])
ll=min(ll,low[i])
count=count+1
if count=period then 
break
endif
endif
next

return hh,ll