How to get highest of the day when running on 5 min bars

[shayhz]

Hi,

I run a strategy on 5 min bars.
How can I can get the highest of the current day ?
If add period type day and use Highs[1][0], then it takes the yesterday high.

Is there any way to get number of bars since the begging of the day ?
If yes, then I can write a method for it...

10x,

[NinjaTrader_Matthew]

Hello,

There are a number of ways to get the current day high - the easiest would be using the CurrentDayOHL().High[0] method.

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

You could also use MAX(High, Period);

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

BarsSinceSession will return the number of bars that have completed since the beginning of the session template:

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

[koganam]

Hi,

I run a strategy on 5 min bars.
How can I can get the highest of the current day ?
If add period type day and use Highs[1][0], then it takes the yesterday high.

Is there any way to get number of bars since the begging of the day ?
If yes, then I can write a method for it...

10x,

"begging of the day" (sic) is imprecise. What exactly do you mean?

• Session begin? Remember that many futures sessions start in the afternoon, not morning?
• When the date changes over at midnight?
• Start of the trading day?

[shayhz]

I meant the beginning of the trading day for stocks, so I understand that this is "BarsSinceSession".
Thanks for the replies.
I made the code changes and now I'm waiting for Monday to check it