Calculate High for every x minutes

[NinjaTrader_JoshP]

I am trying to have an indicator on a 5min chart that calculates the high for the past 3 minutes and plot it. Is this possible?

[NinjaTrader_Ray]

We currently do not support multi-time frame indicators. However, you could possibly approximate this by running your indicator with CalculateOnBarClose = false and then storing the highest value seen every 3 min slice by just just using DateTime.Now etc...

[NinjaTrader_JoshP]

Drats. I was hoping for a function like the one esignal has.

highest(nLength, DataSeries)

Oh well. I will give the DateTime thing a shot right now. Thanks Ray.

[NinjaTrader_Ray]

The approach MAX(IDataSeries series, int period) does work for strategies, just not in the Indicator class at this time.

[NinjaTrader_JoshP]

After much thought about how to implement DateTime.Now I don't think it is going to work. It can potentially work for incoming ticks, but for any historical data it simply can't be done to count 3 minutes because the DateTime.Now in accessing the historical data are all the same.

Here is what I came up with, but its just not cutting it.

if(Bars.FirstBarOfSession)
{
    time = Time[0];
    timecounter = time;
}

if (barcounter <= 1)
{
    ticktimer = DateTime.Now;
}
else
{
    prevticktimer = ticktimer;
    ticktimer = DateTime.Now;
}

if(timecounter < time.AddMinutes(Period))
{
    if(high<High[0])
        high = High[0];
    TimeSpan valuetoadd = ticktimer - prevticktimer;
    timecounter = timecounter.AddSeconds(valuetoadd.Minutes*60 + valuetoadd.Seconds);
}

DynamicR = high;
Resistance.Set(DynamicR);

[NinjaTrader_Ray]

Correct, for historical it can not be done.