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You can’t use a lower timeframe in a script than the watchlist timeframe.
The daily change change can only be calculated on a daily timeframe as a watchlist using a higher timeframe (eg weekly, monthly) only loads weekly/monthly data. It’s the same as a weekly candle on a chart: you can’t see what the change was from yesterday, only the previous Friday.
Keep the watchlist set to daily and the CHANGE(), CHANGE(INT_TYPE=Week), and CHANGE(INT_TYPE=Month) will then calculate correctly.