Add(PeriodType.Day,1); Issue

[RogBear]

Hello,
I have an indicator in a 5000 Volume bar chart. When the first bar closes on a new day (after midnight) I need to access the prior days OHLC data which I am trying to do by accessing daily bars:
protected override void Initialize()
{
Add(PeriodType.Day,1); // Add the daily bars to the indicator
// Other code...
}

protected override void OnBarUpdate()
{
daysback = 0;
tempDate = Convert.ToDateTime(Times[1][daysback].ToShortDateString());
yHigh = Highs[1][daysback];
yLow = Lows[1][daysback];
yClose = Closes[1][daysback];
}

The problem is that the most recent data available is not from yesterdays session, but from a day ago. For instance, right now at 2:00AM Friday morning (10/5/2012), the most recent daily bar is from 10/3/2012.

When is the daily bar from 10/4/2012 added? Can I force it to update somehow? It has not been updating, even after the market opens at 9:30 Eastern. (Pressing F5 does not help.)

This same indicator works on a 25000 Volume chart, I don't know why it's having issues with the 5000 Volume chart.

Is there a better way to access OHLC data from prior days?

Thanks,

Roger

[NinjaTrader_Bertrand]

Hi Roger, the new daily bar will need to open / have received the first tick to close the prior one, so you can access it.

I would suggest using GetDayBar or PriorDayOHLC here as replacement for your needs.

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

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