High/low based on duration

[NinjaTrader_JoshP]

Run on one day or less data.

[Red Fish]

Josh, I managed to just take the snippet of the problematic bit of code and I could get it to run on 6 days data without crashing but with punching out errors. I had the Trace Order command on. This is the output I got...does it mean anything to you?

[NinjaTrader_JoshP]

Red Fish,

The TraceOrders output is useful for when you are having problems with your orders. In this case you are having problems with the hh/ll loop so you will want to follow the tip regarding adding Print(). You want to print the time and what its doing along each step inside the loop.

Basically you want to determine why the loop is sucking so much resources. The loop is only suppose to perform once per day.

Sorry Red Fish I cannot assist in debugging. You will just need to find out what is eating away your resources and then make the adjustments needed to stop it from doing so.

[Red Fish]

Hey Josh - I found my solution! Instead of coding if price is higher than the highest high, I inserted the condition if price high crosses above highest high - it works!

Amazing what a good night's sleep does!!

Thank you for all your help in this, I really appreciate the time and trouble you gave to support my strategy development! You guys are the best!!

[djdinut1]

Current Hour OHL Indicator?

Is there an indicator that behaves like the CurrentDayOHL but would be for the last 60 minutes instead of the day? It would be Current Hour OHL. If not, how would the indicator be written in NinjaScript?

[NinjaTrader_RyanM1]

Hello djdinut1,

We do not have a built in indicator that does this. One approach in NinjaScript can be found in the reference sample below:

Calculating the highest high or lowest low for a specified time range.

The snippet below will capture OHLC values for the time you specify. Note that you need a time stamp on your chart to match the time specified exactly.(16:15:00)

 
if (ToTime(Time[0]) == 161500)
{
double myClose = Close[0];
double myOpen = Open[0];
double myHigh  = High[0];
double myLow  = Low[0];
}