GetDayBar not working on Seconds timeframe

[nysetrader]

		PrPrice = BarsArray[0].GetDayBar(1).Close;
		IndicatorValue.Set(PrPrice);

this code works fine on 1 minute chart, but shows nothing on 1 second chart. What's the difference?

[NinjaTrader_AdamP]

nysetrader,

Who is your data provider?

[nysetrader]

Adam,
IQFeed.

[NinjaTrader_AdamP]

nysetrader,

You should be getting second data here then. Could you possible post more of the code including the variables section, the Initialize() method and the OnBarUpdate() method?

[nysetrader]

        #region Variables
        // Wizard generated variables
        // User defined variables (add any user defined variables below)
		double PrPrice;
        #endregion
       protected override void Initialize()
        {
			
             Add("SPY", PeriodType.Minute, 1);

             Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "IndicatorValue"));
              Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Line, "UpLine"));
	Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DownLine"));
            Overlay	= false;
        }
       protected override void OnBarUpdate()
        {
 			if(BarsInProgress == 0)	
			{
				
				if (Bars.GetDayBar(1) == null)
				{
					return;
				}
				

				PrPrice = BarsArray[0].GetDayBar(1).Close;

			
				IndicatorValue.Set(PrPrice);
				UpLine.Set(PrPrice*1.02);
				DownLine.Set(PrPrice*0.98);
			}
			else
			{
				return;
			}
        }

Also can I use this:

Add("SPY", BarsPeriod.BasePeriodType, BarsPeriod.BasePeriodValue);

instead of this:

Add("SPY", PeriodType.Minute, 1);

in Initialize section?

Actually the formula for PrPrice is more complicated, but the problem is in GetDayBar function.

[NinjaTrader_AdamP]

nyse,

It looks like its working ok on my end. You may need to ensure you have the historical data availability for the 1 minute series.

You can also use PriorDayOHLC instead of the method you are using to get the open/high/low/close of the previous day.

Here is a way to use the BarsPeriod.BasePeriodType and BarsPeriod.BasePeriodValue. Its not specifically supported but it works most of the time.

                        try
			{
				Add(Symbol2, BarsPeriod.Id, BarsPeriod.Value);
			}
			catch(Exception e)
			{
				Print("Warning : BarsPeriod.Id didn't work");
			}

[nysetrader]

The same with PriorDayOHLC. Works fine on 1Minute Data, shows nothing on 1Second data.
It works fine on Tick data too.

[NinjaTrader_AdamP]

nysetrader,

What chart are you using?

[nysetrader]

If you mean symbol I'm using AAPL now. but it happens on all symbols I've tried. On Tick data it works fine too.

[nysetrader]

I'm not changing the code. I just switch in chart window timeframes from keyboard from 1M to 1T to 1S. and on 1S it shows no lines.

[NinjaTrader_AdamP]

nysetrader,

Please right click your chart > go to "data series" > Set "Days to load" to a higher number. I had the same behavior until I set it to a few days of data. Most likely this is a historical data limitation.

[nysetrader]

Seems to work fine now. Thank you. By the way, which function works faster, PriorDayOHLC or GetDayBar, for taking previous daily OHLC?

[NinjaTrader_AdamP]

nysetrader,

That's a good question. I am not sure actually, I suspect they would be about the same since in both cases I believe they are looking back over your chart to calculate the daily values.