Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Getting yesterday prices

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Getting yesterday prices

    Currently I am using

    priorClosePrice = PriorDayOHLC().PriorClose[0];

    to get the yesterday last transaction price. However some instruments have their orices disseminated until 16:15. For theses cases I want to get yesterday transaction price at 16:00.
    How can I do this?

    #2
    Originally posted by dafonseca View Post
    Currently I am using

    priorClosePrice = PriorDayOHLC().PriorClose[0];

    to get the yesterday last transaction price. However some instruments have their orices disseminated until 16:15. For theses cases I want to get yesterday transaction price at 16:00.
    How can I do this?
    Code:
    double CloseAt1600 = Close[Bars.GetBar(Time[0].Date.AddDays(-1).Add(new TimeSpan(16, 0, 0)))];

    Comment


      #3
      when using your fornula I am getting the 16.00 price of the day before tomorrow.
      What is wrong?

      Comment


        #4
        Originally posted by dafonseca View Post
        when using your fornula I am getting the 16.00 price of the day before tomorrow.
        What is wrong?
        Sorry, I got confused again with the documented "Bars.GetBar()" and the undocumented "GetBar()"

        You can use either:
        Code:
        double CloseAt1600 = Close[CurrentBar - Bars.GetBar(Time[0].Date.AddDays(-1).Add(new TimeSpan(16, 0, 0)))];
        or else
        Code:
        double CloseAt1600 = Close[GetBar(Time[0].Date.AddDays(-1).Add(new TimeSpan(16, 0, 0)))];
        Remember that the second, seemingly more intuitive version is not documented, and, therefore, ipso facto unsupported.

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by charlesugo_1, 05-26-2026, 05:03 PM
        0 responses
        57 views
        0 likes
        Last Post charlesugo_1  
        Started by DannyP96, 05-18-2026, 02:38 PM
        1 response
        143 views
        0 likes
        Last Post NinjaTrader_ChelseaB  
        Started by CarlTrading, 05-11-2026, 05:56 AM
        0 responses
        161 views
        0 likes
        Last Post CarlTrading  
        Started by CarlTrading, 05-10-2026, 08:12 PM
        0 responses
        97 views
        0 likes
        Last Post CarlTrading  
        Started by Hwop38, 05-04-2026, 07:02 PM
        0 responses
        276 views
        0 likes
        Last Post Hwop38
        by Hwop38
         
        Working...
        X