Time & Range

[strewthmate]

Hi

I need to work out the range between midnight and 06.00. Is there an easy way to do that? Note, this not the average range for this period, but the absolute range for this period. Call it the Asian Session range.

The next step is to average this range over say 10 days or sessions.

The next step is run a test that explores what happens if today's range between midnight and 06.00 (Asian session) is greater than the average range for that period over the last 10 days.

2) instead of a range can I check the size of a move?

e.g. a range will be high to low
a move will be close to open

I want to be able to test if the size of the 'move' by 6AM is already beyond the usual 'range' for that time period.

Thanks in advance

[NinjaTrader_Bertrand]

strewthmate, for a start into custom coding this you can check into this reference sample here -

http://www.ninjatrader-support2.com/vb/showthread.php?t=8600

You can then record the differences observed in a dataseries and calculate the needed SMA for comparisons on this.