Last Bar of Session.

[[email protected]]

Top of the Day.

I am strugling with the proper method to identify the Close of the Bar prior to the Open of the last bar.

I am developing under : CalculateOnBarClose = true; using Time Bar Charts
I would like to know that the open of the next bar is the last bar in the session and not take a position.


I am able to find the session end time and session length via:

private DateTime sessionBegin;
private DateTime sessionEnd;

Bars.Session.GetNextBeginEnd(BarsArray[0], 0, out sessionBegin, out sessionEnd);
int TimeSpan = ToTime(sessionEnd) - ToTime(sessionBegin);


I am able to determine the Chart timeframe via:
Bars.Period.Value


From there I am unable to calculate whether or not the:

Time[0] of the current bar is equal to sessionEnd time less the Bars.Period.Value.

Any and all help would be greatly appreciated.
Regards.
Larry

[NinjaTrader_AdamP]

Litter.

Bars.Period.Value will just be a value of the period for the chart series type. For example if its second, then Bars.Period.Value may be 15 seconds. Its not necessarily easily compared to a ToTime().

We have a reference sample on using time filters.

http://www.ninjatrader.com/support/forum/showthread.php?t=3226

Could you post more of your code, i.e. the last comparison as well?

[[email protected]]

Sorry,

That is as much as I have.
that is why I was asking for help on the board.

I am running 15 min / 30 min charts on Futures Contracts.
I am selecting a session template from those supplied by NT

All my other attempts to subtact the bars.period.value from any combination of the date time variables either does not compile due to errors or ... subtracting 30 from 4:15 will not yield 3:45.

Again I am attempting to identifiy if the the current bar close[0] is equal to the last session bar minus one.

Summary:

My intentions are to obtain the session end time and subtract the bar chart value (15min) to obtain the ending time of my bar in question.

[NinjaTrader_AdamP]

Litter,

You can use DateTime objects.

http://msdn.microsoft.com/en-us/library/system.datetime.aspx

I.e.

DateTime TimeToCompareTo = sessionEnd.AddMinutes( -somevalue );

Then compare to this date time with Time[0] as follows.

If ( DateTime.Compare(Time[0],TimeToCompareTo) > 0)
{
//do something
}

DateTime.Compare : http://msdn.microsoft.com/en-us/libr...e.compare.aspx

DateTime.AddMinutes : http://msdn.microsoft.com/en-us/libr...ddminutes.aspx

Please let me know if I may assist further.

[[email protected]]

Great !

Your direction / suggestions work perfectly for me.
Thank You for your Help.

Larry.

[elliot5]

Prior Day Close indicator modification

By modifying the PriorDayOHLC indicator code, how can you plot the "Close" value of x bars before the prior day session closing bar? For example on the current session chart plot the closing value of 3 bars before the prior day session closing bar.

Thanks

[NinjaTrader_AdamP]

everington,

Just looking quickly at it, I believe you could modify lines 95-98 to have instead of :

// Initilize the current day settings to the new days data
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
currentClose = Close[0];

Something like :

// Initilize the current day settings to the new days data
currentOpen = Open[x];
currentHigh = High[x];
currentLow = Low[x];
currentClose = Close[x];

For x bars into the past from the closing of that day.

[elliot5]

Ok thanks have tried that and it does not plot....

[NinjaTrader_AdamP]

everington,

How are you defining x?

Please check your log tab for error messages.

Also, you will want to check that CurrentBar isn't less than 4 in our case.

if ( CurrentBar < 4 )
{
return;
}

[elliot5]

Simply putting a number where you have X.

currentOpen = Open[x];
currentHigh = High[x];
currentLow = Low[x];
currentClose = Close[3];

[NinjaTrader_AdamP]

everington,

Please also check your log tab, as well as the current bar as I mentioned in my prior post.

[elliot5]

Thanks that currentbar code makes the difference. Thankyou very much for you imput.