Referencing daily data within an intraday script

[jonesr227]

Forgive me of this has been asked before, but after reeading through the manual and doing a quick search of these forums, I unfortunately did not find the answer to my following problem.

I have an intraday script that runs using 5 minute data. However, the conditions on whether a trade is taken on any particular day is dependent on conditions dependent on daily data. Specifically, within my 5 minute data script I would like to find the ATR and Bollinger Bands of daily data which have look back periods of 20 days. I would appreciate some sample code of how this could be done.

Thanks,
Rick

[jonesr227]

After some thought, would the following work?

// in the variables section
private double atr20, boll20;
private boolean canTrade;
 
protected override void Initialize()
{
 Add(PeriodType.Day, 1);
 atr20 = ATR(BarsArray[1], 20)[0];
 boll20 = Bollinger(BarsArray[1], 2, 20).Upper[0];
 
 // example expression
 canTrade = atr20 > boll20;
}
 
protected override void OnBarUpdate()
{
 if (BarsInProgress != 0 || !canTrade)
  return;
}

Is this the right way to do this? Also how do I make sure that NT sees at least 20 days of my 5 minute data for proper determination of the indicator values?

[NinjaTrader_Dierk]

Almost there. You would need to check the condition in OnBarUpdate like:

protected override void OnBarUpdate()
{
 if (BarsInProgress != 0 
    || ATR(BarsArray[1], 20)[0} <= Bollinger(BarsArray[1], 2, 20).Upper[0])
  return;
}