Trying to get combined volume RTH but getting ETH

[gtheaded]

Hi, I'm trying to get the max combined volume RTH session but I'm getting ETH.
As volumetric are not the main dataseries, I added the following line where I specified a different Trading Hours template.
AddVolumetric(null, BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1, "CME US Index Futures RTH",true);

I don't know what could be wrong. Any ideas?
Thank you!


This is my code:

public class POCdeOF : Strategy
{
private double price;
private double price0=0;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "POCdeOF";
Calculate = Calculate.OnEachTick;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{

AddVolumetric(null, BarsPeriodType.Day, 1, VolumetricDeltaType.BidAsk, 1, "CME US Index Futures RTH",true);
}
}

protected override void OnBarUpdate()
{
if (Bars == null)
return;

NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe barsType = BarsArray[1].BarsType as
NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsTy pe;


if (barsType == null)
return;



if (BarsInProgress == 1)
{
if(price0 !=barsType.Volumes[CurrentBar].GetMaximumVolume(null, out price))
{
Print("Maximum Combined: " + barsType.Volumes[CurrentBar].GetMaximumVolume(null, out price) + " at price: " + price);
price0=barsType.Volumes[CurrentBar].GetMaximumVolume(null, out price);
}
}

[NinjaTrader_PaulH]

Hello gtheaded,

Thanks for your post.

Daily futures bars are always ETH based and you cannot change or apply another trading hours template to it so it would be expected that from a daily bar you would only get ETH values.

I would suggest constructing a daily bar from minute bars as these you can then apply different trading hours. For example, a daily bar in minutes would be 1440. So please try:

AddVolumetric(null, BarsPeriodType.Minute, 1440, VolumetricDeltaType.BidAsk, 1, "CME US Index Futures RTH",true);

[gtheaded]

Amazing! it is working now.
Thank you!