How do I identify "First bar of day"

[FREEN]

Cumulate value in chart

Could you give me a hint on how I can cumulate a value/values (ei close) for a specific number of bars (across session boundaries) to be stored in a variable and plotted!?

Edit: Would that simply be "double cumval=Close[0]+ Close[1]+ Close[2]+ Close[3]+..."

...or is there a more convenient way if I wanted to include the last ~200 bars?

Thanks!

[NinjaTrader_Bertrand]

Freen, you could take a look at the default EMA indicator how such values could be cumulated.

[FREEN]

Freen, you could take a look at the default EMA indicator how such values could be cumulated.

Thanks, that´s the hint I needed.


Would appreciate help why I go wrong here. Why won´t NT accept "sum"? The indicator should cumulate a value (=sum), and plot it with it´s slow SMA and fast EMA. The user defined input variables are "Bars", "PeriodSMA" and "PeriodEMA":

protectedoverridevoid Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.ActiveCaption ), PlotStyle.Line, "Plot0"));
Add(new Plot(Color.FromKnownColor(KnownColor.Plum), PlotStyle.Line, "Plot1"));
Add(new Plot(Color.FromKnownColor(KnownColor.Pink), PlotStyle.Line, "Plot2"));
Add(new Line(Color.FromKnownColor(KnownColor.ActiveCaption ), 0, "Baseline"));
CalculateOnBarClose = true;
Overlay = false;
sum = new DataSeries (this);
}

///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.

if (CurrentBar < Bars) return;

double sum = 0;
for (int barsAgo = 0; barsAgo < Bars; barsAgo++)
{
sum.Set(sum + Input[barsAgo]);
Plot0.Set(sum[0]);
Plot1.Set(SMA(sum, PeriodSMA)[0]);
Plot2.Set(EMA(sum, PeriodEMA)[0]);
}

[NinjaTrader_RyanM1]

Hello Freen,

You are using sum two different ways. Once as a DataSeries and again as a double.

If you are creating this based on this tutorial, then it's designed to return a double value. This double value cannot be passed into SMA.

You might look into SUM() method which will add up a series and return a double value.

If you're trying to create your own DataSeries of SUM, take these steps:

Make sure it's declared as a DataSeries in the variables region.
private DataSeries sum;

Remove the "double sum" declaration in OnBarUpdate()

The same logic that was used to add a series and return a double won't work in a DataSeries. It might be best to first get the double value using the principles in the tutorial and then Set it with a DataSeries. You have to be sure that you're using unique names for this. sum the double can't also be sum the DataSeries.

The following tutorial can help with the logic needed to construct you own DataSeries
http://www.ninjatrader-support.com/H...verview24.html

[FREEN]

Doing the math to the double "sumint" and convering it to the data series "sum" as you said worked fine. Thanks lots!


if (CurrentBar < Bars) return;
double sumint = 0;
for (int barsAgo = 0; barsAgo < Bars; barsAgo++)
{
sumint = sumint + Input[barsAgo];
}
Plot0.Set(sumint);
{
sum.Set(sumint);
Plot1.Set(SMA(sum, PeriodSMA)[0]);
Plot2.Set(EMA(sum, PeriodEMA)[0]);
}

[FREEN]

evaluation/calculation sequence

Would this code be calculated the same...

if (Bars.FirstBarOfSession==true)
{
Bar.Set(.37 *(Close[0] - Open[0])*ud);
Plot0.Set(.37 *(Close[0] - Open[0])*ud);
Plot1.Set(SMA(Bar, PeriodSMA)[0]);
}

if (Bars.BarsSinceSession==1)
{
Bar.Set(.48 *(Close[0] - Open[0])*ud);
Plot0.Set(.48 *(Close[0] - Open[0])*ud);
Plot1.Set(SMA(Bar, PeriodSMA)[0]);
}

if (Bars.BarsSinceSession==2)
{
Bar.Set(.6 *(Close[0] - Open[0])*ud);
Plot0.Set(.6 *(Close[0] - Open[0])*ud);
Plot1.Set(SMA(Bar, PeriodSMA)[0]);
}

if (Bars.BarsSinceSession==3)
{
Bar.Set(.67 *(Close[0] - Open[0])*ud);
Plot0.Set(.67 *(Close[0] - Open[0])*ud);
Plot1.Set(SMA(Bar, PeriodSMA)[0]);
}

...as this code:

if (Bars.FirstBarOfSession==true)
{
Bar.Set(.37 *(Close[0] - Open[0])*ud);
Plot0.Set(.37 *(Close[0] - Open[0])*ud);
}

if (Bars.BarsSinceSession==1)
{
Bar.Set(.48 *(Close[0] - Open[0])*ud);
Plot0.Set(.48 *(Close[0] - Open[0])*ud);
}

if (Bars.BarsSinceSession==2)
{
Bar.Set(.6 *(Close[0] - Open[0])*ud);
Plot0.Set(.6 *(Close[0] - Open[0])*ud);
}

if (Bars.BarsSinceSession==3)
{
Bar.Set(.67 *(Close[0] - Open[0])*ud);
Plot0.Set(.67 *(Close[0] - Open[0])*ud);
}
Plot1.Set(SMA(Bar, PeriodSMA)[0]);

...???

[NinjaTrader_JoshP]

FREEN,

Unfortunately I would not know. You would need to test this with Print() statements and see what values they actually come out to be.

[FREEN]

Thank´s it plotted the same wich simplified a bit.

I´m trying to use a modification of your code inte the SMA tutorial:

------------------------------------------------------
if (CurrentBar < Bars) return;
double sumint = 0;
for (int barsAgo = 0; barsAgo < Bars; barsAgo++)
{
sumint = sumint + Input[barsAgo];
}
Plot0.Set(sumint);
------------------------------------------------------


...that in short looks like this:

------------------------------------------------------

if (CurrentBar < Barscum) return;
double sumint = 0;

if (Bars.FirstBarOfSession==true)
{
sumint = (.00037 *(Open[0] - Close[0])*ud);
}
if (Bars.BarsSinceSession==1)
{
sumint = (.00048 *(Open[0] - Close[0])*ud);
}
......


double sumintplot = 0;
for (int barsAgo = 0; barsAgo < Barscum; barsAgo++);
{
sumintplot = sumintplot + sumint[barsAgo];
}
Plot0.Set(sumintplot);
------------------------------------------------------

Basicly what I´ve done is to replace "Input[barsAgo]" with the double variable "sumint[barsAgo]".

I also tried to convert the variable "sumint" to a DataSeries value, but still get the compilation error ~"the name "barsAgo" is not in it´s right context".

Appreciate your help on where I go wrong here, thanks lot´s again!

[NinjaTrader_Bertrand]

FREEN, your sumint is a double, as such there's no history to access with the barsAgo parameter as you've tried. You will need to work with a DataSeries here to be able to access past double values.

[mountainclimber]

Hello,

The tutorial on how to add a data series is pretty good...fyi. This link as well:

http://www.ninjatrader.com/support/helpGuides/nt7/dataseries_class.htm?zoom_highlightsub=dataseries

[FREEN]

http://www.ninjatrader.com/support/h...sub=dataseries

Thanks Bertrand et Mountainclimber. Yes, that part of the NT guide gave me a better insight in the use of DataSeries.

[mountainclimber]

You are welcome!

[FREEN]

Would appreciate help on why the double Volbar and the int ud is not accepted in this code:



if (Bars.BarsSinceSession==12)
{
double Volbar = (.00036 *(Open[0] - Close[0]));
}
　

//2. VolbarSMA ("PeriodSMA" for SMA calc)
VolbarDS.Set(Volbar);
double VolbarSMA = (SMA(VolbarDS, PeriodSMA)[0]);



//3. Diffbar ("Cutoff" for VolbarSMA level calc)
double Diffbar = (Volbar - (VolbarSMA * Cutoff));




//4. Filter out neg values and set up/down

if (Diffbar < 0)
{
Diffbar = 0;
}
else
{
int ud = 1;
if ((Opens[1][0]-Closes[1][0])>0)
{
ud = 1;
}
else
{
ud = -1;
}
}

DiffbarDS.Set(Diffbar * ud);

[NinjaTrader_RyanM1]

Hello Freen,



You're declaring your variables within an if block. Please declare the variable in the variables region.
private double Volbar;
private int ud;

You can then assign its value in that if block without typing the datastructure (double, int).

 
if (Bars.BarsSinceSession==12)
{
Volbar = (.00036 *(Open[0] - Close[0]));
}
 
if (Diffbar < 0) 
{
Diffbar = 0;
}
else
{ 
ud = 1;
if ((Opens[1][0]-Closes[1][0])>0)
{
ud = 1;
}
else
{
ud = -1;
} 
}

DiffbarDS.Set(Diffbar * ud);

[FREEN]

Tnx! I thought that could be done anywhere within running code.