How to use the MIN/MAX() function w/data series, or return value between two time?

[djkiwi]

Bars Back

Hi Brett, it is a 13 period EMA which I'd like to start at market open so first part of ema wont plot until 39 mins in.

Cheers
DJ

[NinjaTrader_JoshP]

djkiwi,

To achieve that you will need to custom program yourself a completely new EMA indicator with that as the new logic. The current logic simply relies on weighting prior EMA values an appropriate weight and the new price a different weight. You will need to add some logic in between the session begin to start over.

Probably something like this. (Note: This is untested code and is only designed to give you an idea of the direction to proceed)

if (CurrentBar == 0 || Bars.FirstBarOfSession)
     Value.Set(Input[0]);
else
     Input[0] * (2.0 / (1 + Period)) + (1 - (2.0 / (1 + Period))) * Value[1]);

[djkiwi]

Volume logic Between Session Issues

Hi Guys, I am trying to calculate delta volume for the overnight session and am having problems. Please find attached the following chart. On it there are two sessions as follows:

Session 1 : 13.30 - 6.30 am (Overnight session)
Session 2: 6.30 am 13.15

No I am trying to work out the volume delta ( that GOMCD chart below) for the overnight session in black. So what I want is that each day at 13.30 this will reset.

Now I am able to do this with the code below ( and you can see the correct figures in magenta in each corner of the chart). I will just subtract one from the other to get the delta change.

int barsAgo = GetBar(new DateTime(2011, 05, 31, 13, 30, 0));
int barsAgo1 = GetBar(new DateTime(2011, 06, 01, 06, 30, 0));


DrawTextFixed("Cum2",(gcdc.DeltaClose[barsAgo].ToString("N0")), brPosition,Color.White,textFontMed, Color.Black, Color.Magenta, 10);
DrawTextFixed("Cum3",(gcdc.DeltaClose[barsAgo1].ToString("N0")), trPosition,Color.White,textFontMed, Color.Black, Color.Magenta, 10);

I would like to do this automatically instead of having to change the date every day but have no clue how to do it. I have tried everything from the manual but no luck.

Any ideas on this one?

Thanks
DJ

[NinjaTrader_Bertrand]

DJ, you would need to custom code logic here for comparing today vs yesterdays values, for example using a negative .AddDays on a DateTime object will give you yesterdays date excluding weekend / holiday logic.