Find out if last trade was made during current session

[Jeremytang]

Hi I'm trying to find out if the last trade was made during the current session, I tried getting the start time of the session by:

DateTime dtStartOfSession = Bars.GetTime(Bars.Count - Bars.BarsSinceSession);

But it looks like when backtesting this returns the wrong date, because Bars has the entire data collection, not just what's current.

Is there a simple call somewhere that gets this information?

Jeremy

[NinjaTrader_Austin]

Jeremytang, you can get the start of the session with:

DateTime startOfSession = Bars.Session.NextBeginTime;

[Jeremytang]

Oh... I figured that would get the upcoming next session start time, not the current one.

I'm looking for the start of the current session, for example, if a trade was made 1/1/2010 at 12:00, I'd like to know if it was made before 1/1/2010 7:30am...

[NinjaTrader_Austin]

In order to get the previous start time, you could check the date of the NextBeginTime and subtract a day with:

startOfSession = Bars.Session.NextBeginTime.AddDays(-1);

[Jeremytang]

That looks like it would except for the cases where you had different start times for different days. For example if you had a session template like:

Sun->StartTime: 10:00am
Mon->StartTime: 7:30am

If it was Sun, and the time you're looking for is 10:00am, Bars.Session.NextBeginTime would return Monday 7:30am, and subtracting 1 day from that would yield Sunday 7:30am, which is not the correct session time.

Can SessionsOfDay or GetSessionDate be used? I can't seem to find documentation on those two.

[NinjaTrader_Austin]

Jeremy, I just ran the the first codes I gave you in an indicator on an ES chart with regular trading hours session applied. The property NextBeginTime returned a value of 6/30/10 7:30AM, which is the proper opening time for my timezone for regular trading hours.

I am not sure why it is called NextBeginTime, because it returns the current session's begin time.