Session ATR

[fingers]

Am I approaching this the right way?

I restrict trading on a 15 minute chart to a daily session that has a start time and an end time.

I want to create an ATR Series<double> based on this session

so based on the ATR indicator

high0 = high of session
low0 = low of session
close1 = last 15 minute bar close

[NinjaTrader_ChelseaB]

Hello fingers,

Do you want a custom Trading Hours template that restricts the data to a custom set of hours?

Are you wanting to add a 1 day series to use as the input series for the ATR indicator?

[fingers]

my initial idea was to keep it self-contained in the code by accumulating the high, low and close of each session and when I have at least 14 then I can start calculating the ATR in the code?

[NinjaTrader_ChelseaB]

Hello fingers,

You might be able to create a custom method that calculates the ATR instead of using the indicator.

Unfortunately, I would not be able to advise of the custom logic to achieve that, but you could use the ATR indicator to get an idea of the calculation.

This thread will remain open for any community members that would like to create the custom logic as a convenience to you.

You can also contact a professional NinjaScript Consultant who would be eager to create or modify this script at your request or assist you with your script. The NinjaTrader Ecosystem has affiliate contacts who provide educational as well as consulting services. Please let me know if you would like a list of affiliate consultants who would be happy to create this script or any others at your request or provide one on one educational services.

[fingers]

all ok and thanks.

out of interest:

1. does the session template restrict daily/weekly/monthly data outside start and end times?

2. can the session template be modifies in an NT8 script?