When A high is made in a Low day/oppisit for up day

library(R.utils)
library(lubridate)

BlockOutput <- function() {
sink("test.log", type="output")
}

TestHighLowofDay <- function(data,timeshift=5) {
  Dates <- unique(data[,1]) #List of dates in data
  BlockOutput()
  temp   <- data.frame(
    str(10),
    numeric(),
    numeric(),
    numeric(),
    numeric(),
    str(5),
    str(5),
    stringsAsFactors=FALSE)
    sink()
    x   <- 1
    cat("  Collecting information\n")
    pb  <- txtProgressBar(min = 0, max = length(Dates), style = 3)

    for (x in 1:length(Dates)) {
      cur_day <- data[data[,1] == Dates[x],]

      nHigh = max(cur_day[,4])
      nLow = min(cur_day[,5])

      nHighAtnr = which.max(cur_day[,4])
      nLowAtnr  = which.min(cur_day[,5])

      nHighAt = cur_day[nHighAtnr,2]
      nLowAt = cur_day[nLowAtnr,2]

      temp[x,1] = as.character(Dates[x])
      temp[x,2] = cur_day[1,3]
      temp[x,3] = nHigh
      temp[x,4] = nLow
      temp[x,5] = cur_day[length(cur_day),6]
      temp[x,6] = nHighAt
      temp[x,7] = nLowAt
      setTxtProgressBar(pb,x )
    }
    cat("\n")
    colnames(temp) <- c('Date','Open','High','Low','Close','HighAt','LowAt')

    cat("   Removeing Saturday and Sunday candles\n")
    temp <- temp[!(wday(as.Date(temp$Date,"%Y.%m.%d"))==7 || wday(as.Date(temp$Date,"%Y.%m.%d"))==1 ),]

    cat("  Creating time list\n")
    BlockOutput()
    TimeList <- data.frame(str(5))
    sink()
    x = 1
    for (x in 1:length(temp$Date)) {

    if (is.na(temp$Open[x]) | is.na(temp$Close[x])) {
        #skip

    } else if (temp$Open[x] <= temp$Close[x]) {
        #UP DAY
        TimeList[x,1] <- lapply(temp$LowAt[x], as.character)

      }else {
        #Down Day
        TimeList[x,1] <- lapply(temp$HighAt[x], as.character)

      }
    }
    TimeList <- TimeList[!is.na(TimeList)]
    TimeList_unique <- unique(TimeList)
    CountList <- 1

    cat("  Creating Count list\n")
    x   <-1

    for (x in 1:length(TimeList_unique)) {
      CountList[x] = match(TimeList_unique[x], TimeList)
    }

    cat("  creating return list\n")
    TimeListPOSIX <- as.POSIXlt(TimeList_unique,format="%H:%M")
    ret <- data.frame(Time = TimeListPOSIX, Count = CountList)
    ret$Time <- as.POSIXlt(ret$Time)
    ret$Time$hour <- ret$Time$hour+timeshift
    ret_time <- strftime(ret$Time,format = "%H:%M")
    ret$Time <- as.POSIXlt(ret_time,format="%H:%M")
    ret <- ret[order(ret$Time),]

    cat("  Done.\n")
    cat("\n")
    return(ret)
}
############################################################################

eu    <- read.csv(file.choose(), header=F)
data  <- TestHighLowofDay(eu)

plot(data,type="h")