Prior-day-close-from-minute-bar-TimeSeries

Your code is hitting the second bar of the day. You need to subtract 1, not add -

CODE:
double PriorDayClose = bars.Close[idx-(bars.IntradayBarNumber(idx) - 1)]

Also note that the intraday close often doesn't match the settled close - daily bars have the settled close. Here's how you'd get the settled close from Daily bars in an intraday chart.

CODE:
      TimeSeries _priorSettledClose; 

        public override void Initialize(BarHistory bars)
        {
         _priorSettledClose = GetHistoryUnsynched(bars.Symbol, HistoryScale.Daily).Close;
         _priorSettledClose = TimeSeriesSynchronizer.Synchronize(_priorSettledClose, bars);
         PlotTimeSeries(_priorSettledClose, "PriorClose", "Price", WLColor.Gold, PlotStyle.Dots);
        }

If you want yesterday's close even on the last bar of the day, then change the Synch statement to this:

CODE:
_priorSettledClose = TimeSeriesSynchronizer.Synchronize(_priorSettledClose, bars) >> 1;