MarketData.DailyHigh.Price VS @CurrentDayOHL

[DionysusToast]

Hi

I see that the days high from @CurrentDayOHL & the MarketData.DailyHigh.Price work slightly differently.

My gut feel is that @CurrentDayOHL high is impacted by the session times on the chart whereas MarketData.DailyHigh.Price isn't. Still, I can't quite figure out how this is working.

Is there a definitive explanation available?

Thanks


Peter

[NinjaTrader_Brett]

Hello,

Thanks for the forum post, also want to take this time to thank you for your various post on the forums especially the new years present where you showed excel integration. Very nice indeed!

Your instinct is correct.

@CurrentDayOHL works on the intraday data loaded in the chart and is effectd by the session tempalte. MarketData.DailyHigh.Price figures actually comes from the data feed provider if your provider has it and most likely will line up with your daily chart proveded from your data feed.

Let me know if I can be of further assistance.

[DionysusToast]

Thanks for the reply...

I have a custom session template as follows:

Sunday 6pm -> Monday 9:29 am
Monday 9:30am -> Monday 4:15pm
Monday 4:30pm -> Tuesday 9:29pm

Can you tell me what @CurrentDayOHL will calculate for the high at :

Monday 8am (I would hope the high since 6pm Sunday)
Monday 10am (I would hope the high since 6pm Sunday)
Monday 6pm (I would hope the high since 4:30pm Monday)

Many thanks

Peter

[NinjaTrader_Brett]

Hello,

Sure. Works exactly as you have quoted it below: Highs returned will be between the start time and end time and is not related to days at all but the session start and end time.

Sunday 6pm -> Monday 9:29 am // Will be high from 6 PM Sunday
Monday 9:30am -> Monday 4:15pm // Will be high from Monday at 9:30am
Monday 4:30pm -> Tuesday 9:29pm // Will be high from Monday at 4:30

NinjaTrader doesn't have any session templates by default that have the time when the markets are closed intraday for a short time due to this reason.

[DionysusToast]

Brett - a slight mismatch between our 2 descriptions...

Mine - Monday 10am (I would hope the high since 6pm Sunday)

Yours - Monday 9:30am -> Monday 4:15pm // Will be high from Monday at 9:30am

Sorry to be a pain - can you confirm?

[NinjaTrader_Brett]

Hello,

Its no problem.

I just copied what you supplied. Where does Monday 10AM come into play sorry? Is this in your session template?

However if you just asking what the indicator output would be at this time with your session template you supplied it would always be the high from the Session START time. It would not pull from sunday since the session start time is 9:30 on Monday in your example.

Let me know if I can be of further assistance.