Finding when market is closed

[blar58]

I would like to know when the market is closed ( between 2 sessions ) from the code. ( from On Update method )

I tried :
if( Historical && CurrentBar == Bars.Count - 1)
// Do stuff

That doesn't work.


Please help

Thanks

[NinjaTrader_CodyB]

Hello,
I am currently looking into how this could be accomplished.
Thank you fro your patience.

[blar58]

OK I am waiting

[NinjaTrader_CodyB]

Hello,
Thank you for your patience.
This would be accomplished by getting the DateTime of the previous session and the next session and then comparing these DateTime values to DateTime.Now using DateTime.Compare().
I have provided an example below of how you could accomplish this:

#region Variables
private int myInput0 = 1; // Default setting for MyInput0
private DateTime previousSessionBegin;
private DateTime previousSessionEnd;
private DateTime nextSessionBegin;
private DateTime sessionEnd;

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

protected override void OnBarUpdate()
{
	if(CurrentBars[0] < 1 || CurrentBars[1] < 1)
		return;
	if(BarsInProgress == 0 && Bars.FirstBarOfSession)
	{
		Bars.Session.GetNextBeginEnd(BarsArray[1], 0, out previousSessionBegin, out previousSessionEnd);	
	}
				
	if(DateTime.Compare(previousSessionEnd ,DateTime.Now) < 0 && DateTime.Compare(DateTime.Now, nextSessionBegin)< 0)
	{
		Print("Outside of session");
	}
}

Before implementing this sort of logic I would recommend reading through the following documentation on some of the methods used to achieve this:
Working with Multi Time Frame and Instruments: http://ninjatrader.com/support/helpG...nstruments.htm
BarsArray: http://ninjatrader.com/support/helpG.../barsarray.htm
BarsPeriod: http://ninjatrader.com/support/helpG...barsperiod.htm
Bars.Session.GetNextBeginEnd: http://ninjatrader.com/support/helpG...xtbeginend.htm
DateTime.Compare: https://msdn.microsoft.com/en-us/lib...v=vs.110).aspx

Please let me know if you have any questions on the example.

[blar58]

Do I need absolutely to add a day bar array ?

Because my indicator is huge and I do not want to start playing with BarsInProgress throughout my code. The indicator works on minute chart. Can I find the next session from this minute bar array ?


Thanks

[NinjaTrader_PatrickH]

You can just use the primary bars series. Please visit the following link for more information: http://ninjatrader.com/support/helpG...xtbeginend.htm