Detecting Last Bar of Day

[AutoTraderDev]

I'm using "CME FX Futures RTH" on a chart of the 6E contract. In back testing my strategy, the back tester appears to close any open trades at the end of the day. Is there any whay to detect the last bar of RTH programmatically on historical data so that I can access the OHLC?
Thanks,
AutoTraderDev

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

Yes:

Bars.LastBarOfSession

This will be true on the last bar of the session.

Also, the position closes at the end of the day since when you ran the backtest you have in the backtest parameters Exit On Close = True.

Let me know if I can be of further assistance.

[neb1998]

Hello,

Thanks for the forum post.

Yes:

Bars.LastBarOfSession

This will be true on the last bar of the session.

Also, the position closes at the end of the day since when you ran the backtest you have in the backtest parameters Exit On Close = True.

Let me know if I can be of further assistance.

A follow up of this question. How do you detect if you are 5 (x) bars from the last bar of a session?

[NinjaTrader_Brett]

Hello,

This would be a little more complex.

There is no NinjaScript function for this but what you can do is take the bar count of how many bars are in a day and then subtract 5 from it and then add this when you start a new session to find out what bar number this would be. This would require using the following:

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

Then track CurrentBar on that bar to do your calcs.

Let me know if I can be of further assistance.