How to get price range over last 30 minutes

[cassb]

... one caveat -- without using Multi-timeframe! :-) This is in a strategy, and it calculates per tick, and you cannot run a multi-series strategy in Strategy Analyzer tick by tick.

So, with that out of the way, do you have any suggestions on how to calculate the price Range over the past 30 minutes on a chart without having a 1 minute bar series to do it? I thought about storing the price and time of every tick coming in and using a list or array to keep the prices in, but that seems like a pretty rough solution. There must be a more elegant data series or something in NT8 I can use instead.

Thanks!
Bryan

[NinjaTrader_PatrickH]

Hello cassb,

Thank you for your post.

Use MAX and MIN, then compare the values. For example:

			double hi = MAX(High, 30)[0];
			double lo = MIN(Low, 30)[0];
			
			Print("Price Range over last 30 bars is " + (hi-lo));

For information on MAX and MIN please visit the following links:
MAX: http://ninjatrader.com/support/helpG...aximum_max.htm
MIN: http://ninjatrader.com/support/helpG...inimum_min.htm

[NinjaTrader_PatrickH]

NT8 Links:

• MAX: http://ninjatrader.com/support/helpG...aximum_max.htm
• MIN: http://ninjatrader.com/support/helpG...inimum_min.htm

[cassb]

What if the last 30 bars is 30 hours or 7.5 hours? I want the price range over the last 30 MINUTES, regardless of how many bars that is.

Thanks!
Bryan

[NinjaTrader_PatrickH]

Hello Bryan,

Thank you for your response.

I missed the part on minutes rather than bars. In the case of 30 minutes no matter the bar type, go with Bars.GetBar(). For example:

			DateTime test = Time[0].AddMinutes(-30);
			int barsAgo = Bars.GetBar(test) != null ? CurrentBar - Bars.GetBar(test): 0;
			if (barsAgo == 0) return;
			double hi = MAX(High, barsAgo)[0];
			double lo = MIN(Low, barsAgo)[0];
			
			Print(hi-lo);

For information on GetBar() please visit the following link: http://ninjatrader.com/support/helpG...-us/getbar.htm

[cassb]

Ah, OK that helps... I didn't know about GetBar(). Thanks!

Bryan

[cassb]

Sorry Patrick, but that method still doesn't work. If you create a 60 min bar chart and try the code, you'll see that it always sets barsAgo = 0.

Here's my debug -- The bars all fall on the hour, so for this case at 10am, the test variable = 9:30.
*** Time[0] = 6/30/2016 10:00:00 AM, test = 6/30/2016 9:30:00 AM

So apparently, this code returns 0 every time because Bars.GetBar("6/30/2016 9:30:00 AM") is null:

int barsAgo = Bars.GetBar(test) != null ? CurrentBar - Bars.GetBar(test): 0;

[cassb]

So without the ability to add a minute-bar series to my strategy, am I stuck having to build my own bar series tick by tick then?

Or, could I call an external indicator that exposes the price range on a minute by minute basis? Is there such a thing and would it work with NT8 backtest?

Bryan

[koganam]

So without the ability to add a minute-bar series to my strategy, am I stuck having to build my own bar series tick by tick then?

Or, could I call an external indicator that exposes the price range on a minute by minute basis? Is there such a thing and would it work with NT8 backtest?

Bryan

If you do not want to use a multi-timeframe method, then you may want to use a Timer and a List to hold the data read by the timer.

[cassb]

Thanks, buddy. C# is not my native language (mainframes mostly), so I'll see what a Timer does and maybe that will work.

Sometimes I get frustrated having to make up these workarounds for what should be something simple.

[koganam]

Thanks, buddy. C# is not my native language (mainframes mostly), so I'll see what a Timer does and maybe that will work.

Sometimes I get frustrated having to make up these workarounds for what should be something simple.

Sorry for misleading you, but I just reread this and realize that you are talking about the Strategy Analyzer, not real time. A timer will be useless in the Strategy Analyzer.