Lowest/highest prices n days back

[sgordet]

Can you point me in the right direction:
I want to find, on an intraday chart, the lowest and highest prices of the last n days not including today's session

[NinjaTrader_Matthew]

Hello,

You can use MAX and MIN to get the highest value and lowest value over N number of bars.

http://www.ninjatrader.com/support/helpGuides/nt7/maximum_max.htm

http://www.ninjatrader.com/support/helpGuides/nt7/minimum_min.htm

I'm also including a reference on Referencing the correct bar for more information:

http://www.ninjatrader.com/support/forum/showthread.php?t=4769

[sgordet]

I don't understand

If I'm on, let's say a 5 min chart, and I want to find the highest and lowest prices of the last 3 days, not including today, how do I know how many bars to look back?

[NinjaTrader_Matthew]

You can Add() a Daily bar to your chart and use that as the data series

        protected override void Initialize()
        {
 	         Add(PeriodType.Day, 1);
	}


        protected override void OnBarUpdate()
        {
         	if(CurrentBars[1] < 0 || CurrentBars[0] < 1)
			return;

                 double highest = MAX(BarsArray[1], 3)[0];
		double lowest  = MIN(BarsArray[1], 3)[0];
						
		Print("The Highest Price of the last 3 days was : " + highest);
		Print("The Lowest Price of the last 3 days was : " + lowest);

         }

As long as you're running this on COBC = true, it will exclude today's session and look back on the past 3 bars for the daily series.