Adding a Daily Indicator Filter

[birdog]

Also, instead of lookback period in bars, how could we instruct it to begin calculating at certain times instead (for example look back and begin calculating from the forex session open at 1700 EST or 0930 EST in the case of the regular session futures session)?

[NinjaTrader_PatrickH]

Hello birdog,

Thank you for your post.

This would require an intra-bar series or set CalculateOnBarClose = false and use Daily Bars as the second series.

To ensure we begin calculating at a certain time you could use ToTime() but the instruments Session Template should be able to do this for you if using something like a minute or tick chart (Daily is unaffected by the Session Template).