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Use the following code:
To get High of first 15 min candle:
H15 = ValueWhen(Day() != Ref(Day(), -1), TimeFrameGetPrice("H", in15Minute), 1);
To get Low of first 15 min candle:
L15 = ValueWhen(Day() != Ref(Day(), -1), TimeFrameGetPrice("L", in15Minute), 1);
-Anant