NEED URGENT HELP Regarding Custom Bar Types

[UniPiece-daivil]

Hello there
I just started learning about ninjascript 8 and gone through few online tutorials and the documentation part but can't able to get a good command over creating custom bar types.
I was able to create custom indicator easily but facing difficulty in understand where to start and how to start building custom bar types.

Issues that I'm facing --

• Not able even understand the pre-build Minute bartype code in ninjascript -- means what all the functions does and what that code inside those functions do and how to modify that to one's needs
• not enough resources, I checked the documentation but there's only few functions description and not the whole code explanation

Would be great if anybody could help me get over this.

THANKS

[NinjaTrader_ChelseaB]

Hello UniPiece-daivil,

Welcome to the NinjaTrader forums!

The methods are documented in the help guide linked below, with the exception of the ChartLabel() method (which formats the time information).

https://ninjatrader.com/support/helpGuides/nt8/bars_type.htm

https://ninjatrader.com/support/helpGuides/nt8/onstatechange.htm

Is there a specific method you are finding is not documented you would like more information about?

You may find the custom bar types on the UserAppShare helpful.

https://ninjatraderecosystem.com/user-app-share-download/unirenko-universal-renko-bartype-8/

https://ninjatraderecosystem.com/user-app-share-results/?fwp_usa_search=bartype

In general the main method is the OnDataPoint() method. This updates when a tick a received.
The
By calling AddBar() this will add a new bar with the open, high, low, and close values provided.
By calling UpdateBar() this will update the existing bar with the high, low, and close values provided.

[UniPiece-daivil]

Thanks for this but It would be better if you could explain this code and what each function does in this ninjaScript's inbuilt Minute Bar type so that i can get a fair idea of what changes i need to do where

[UniPiece-daivil]

namespace NinjaTrader.NinjaScript.BarsTypes
{
public class MinuteBarsType : BarsType
{
public override void ApplyDefaultBasePeriodValue(BarsPeriod period) {}

public override void ApplyDefaultValue(BarsPeriod period)
{
period.Value = 1;
}

public override string ChartLabel(DateTime time) { return time.ToString("HH:mm"); }

public override int GetInitialLookBackDays(BarsPeriod barsPeriod, TradingHours tradingHours, int barsBack)
{
int minutesPerWeek = 0;
lock (tradingHours.Sessions)
{
foreach (Session session in tradingHours.Sessions)
{
int beginDay = (int) session.BeginDay;
int endDay = (int) session.EndDay;
if (beginDay > endDay)
endDay += 7;

minutesPerWeek += (endDay - beginDay) * 1440 + ((session.EndTime / 100) * 60 + (session.EndTime % 100)) - ((session.BeginTime / 100) * 60 + (session.BeginTime % 100));
}
}

return (int) Math.Max(1, Math.Ceiling(barsBack / Math.Max(1, minutesPerWeek / 7.0 / barsPeriod.Value) * 1.05));
}

public override double GetPercentComplete(Bars bars, DateTime now)
{
return now <= bars.LastBarTime ? 1.0 - (bars.LastBarTime.Subtract(now).TotalMinutes / bars.BarsPeriod.Value) : 1;
}

protected override void OnDataPoint(Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isBar, double bid, double ask)
{
if (SessionIterator == null)
SessionIterator = new SessionIterator(bars);

if (bars.Count == 0)
AddBar(bars, open, high, low, close, TimeToBarTime(bars, time, isBar), volume);
else if (!isBar && time < bars.LastBarTime)
UpdateBar(bars, high, low, close, bars.LastBarTime, volume);
else if (isBar && time <= bars.LastBarTime)
UpdateBar(bars, high, low, close, bars.LastBarTime, volume);
else
{
time = TimeToBarTime(bars, time, isBar);
AddBar(bars, open, high, low, close, time, volume);
}
}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Name = Custom.Resource.NinjaScriptBarsTypeMinute;
BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1 };
BuiltFrom = BarsPeriodType.Minute;
DaysToLoad = 5;
IsIntraday = true;
IsTimeBased = true;
}
else if (State == State.Configure)
{
Name = string.Format(Core.Globals.GeneralOptions.CurrentC ulture, Custom.Resource.DataBarsTypeMinute, BarsPeriod.Value, (BarsPeriod.MarketDataType != MarketDataType.Last ? string.Format(" - {0}", Core.Globals.ToLocalizedObject(BarsPeriod.MarketDa taType, Core.Globals.GeneralOptions.CurrentUICulture)) : string.Empty));

Properties.Remove(Properties.Find("BaseBarsPeriodT ype", true));
Properties.Remove(Properties.Find("BaseBarsPeriodV alue", true));
Properties.Remove(Properties.Find("PointAndFigureP riceType", true));
Properties.Remove(Properties.Find("ReversalType", true));
Properties.Remove(Properties.Find("Value2", true));
}
}

private DateTime TimeToBarTime(Bars bars, DateTime time, bool isBar)
{
if (SessionIterator.IsNewSession(time, isBar))
SessionIterator.GetNextSession(time, isBar);

if (bars.IsResetOnNewTradingDay || (!bars.IsResetOnNewTradingDay && bars.Count == 0))
{
DateTime barTimeStamp = isBar
? SessionIterator.ActualSessionBegin.AddMinutes(Math .Ceiling(Math.Ceiling(Math.Max(0, time.Subtract(SessionIterator.ActualSessionBegin). TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value)
: SessionIterator.ActualSessionBegin.AddMinutes(bars .BarsPeriod.Value + Math.Floor(Math.Floor(Math.Max(0, time.Subtract(SessionIterator.ActualSessionBegin). TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value);
if (bars.TradingHours.Sessions.Count > 0 && barTimeStamp > SessionIterator.ActualSessionEnd) // Cut last bar in session down to session end on odd session end time
barTimeStamp = SessionIterator.ActualSessionEnd;
return barTimeStamp;
}
else
{
DateTime lastBarTime = bars.GetTime(bars.Count - 1);
DateTime barTimeStamp = isBar
? lastBarTime.AddMinutes(Math.Ceiling(Math.Ceiling(M ath.Max(0, time.Subtract(lastBarTime).TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value)
: lastBarTime.AddMinutes(bars.BarsPeriod.Value + Math.Floor(Math.Floor(Math.Max(0, time.Subtract(lastBarTime).TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value);
if (bars.TradingHours.Sessions.Count > 0 && barTimeStamp > SessionIterator.ActualSessionEnd)
{
DateTime saveActualSessionEnd = SessionIterator.ActualSessionEnd;
SessionIterator.GetNextSession(SessionIterator.Act ualSessionEnd.AddSeconds(1), isBar);
barTimeStamp = SessionIterator.ActualSessionBegin.AddMinutes((int ) barTimeStamp.Subtract(saveActualSessionEnd).TotalM inutes);
}
return barTimeStamp;
}
}
}

[UniPiece-daivil]

namespace NinjaTrader.NinjaScript.BarsTypes
{
public class MinuteBarsType : BarsType
{
public override void ApplyDefaultBasePeriodValue(BarsPeriod period) {}

public override void ApplyDefaultValue(BarsPeriod period)
{
period.Value = 1;
}

public override string ChartLabel(DateTime time) { return time.ToString("HH:mm"); }

public override int GetInitialLookBackDays(BarsPeriod barsPeriod, TradingHours tradingHours, int barsBack)
{
int minutesPerWeek = 0;
lock (tradingHours.Sessions)
{
foreach (Session session in tradingHours.Sessions)
{
int beginDay = (int) session.BeginDay;
int endDay = (int) session.EndDay;
if (beginDay > endDay)
endDay += 7;

minutesPerWeek += (endDay - beginDay) * 1440 + ((session.EndTime / 100) * 60 + (session.EndTime % 100)) - ((session.BeginTime / 100) * 60 + (session.BeginTime % 100));
}
}

return (int) Math.Max(1, Math.Ceiling(barsBack / Math.Max(1, minutesPerWeek / 7.0 / barsPeriod.Value) * 1.05));
}

public override double GetPercentComplete(Bars bars, DateTime now)
{
return now <= bars.LastBarTime ? 1.0 - (bars.LastBarTime.Subtract(now).TotalMinutes / bars.BarsPeriod.Value) : 1;
}

protected override void OnDataPoint(Bars bars, double open, double high, double low, double close, DateTime time, long volume, bool isBar, double bid, double ask)
{
if (SessionIterator == null)
SessionIterator = new SessionIterator(bars);

if (bars.Count == 0)
AddBar(bars, open, high, low, close, TimeToBarTime(bars, time, isBar), volume);
else if (!isBar && time < bars.LastBarTime)
UpdateBar(bars, high, low, close, bars.LastBarTime, volume);
else if (isBar && time <= bars.LastBarTime)
UpdateBar(bars, high, low, close, bars.LastBarTime, volume);
else
{
time = TimeToBarTime(bars, time, isBar);
AddBar(bars, open, high, low, close, time, volume);
}
}

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Name = Custom.Resource.NinjaScriptBarsTypeMinute;
BarsPeriod = new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1 };
BuiltFrom = BarsPeriodType.Minute;
DaysToLoad = 5;
IsIntraday = true;
IsTimeBased = true;
}
else if (State == State.Configure)
{
Name = string.Format(Core.Globals.GeneralOptions.CurrentC ulture, Custom.Resource.DataBarsTypeMinute, BarsPeriod.Value, (BarsPeriod.MarketDataType != MarketDataType.Last ? string.Format(" - {0}", Core.Globals.ToLocalizedObject(BarsPeriod.MarketDa taType, Core.Globals.GeneralOptions.CurrentUICulture)) : string.Empty));

Properties.Remove(Properties.Find("BaseBarsPeriodT ype", true));
Properties.Remove(Properties.Find("BaseBarsPeriodV alue", true));
Properties.Remove(Properties.Find("PointAndFigureP riceType", true));
Properties.Remove(Properties.Find("ReversalType", true));
Properties.Remove(Properties.Find("Value2", true));
}
}

private DateTime TimeToBarTime(Bars bars, DateTime time, bool isBar)
{
if (SessionIterator.IsNewSession(time, isBar))
SessionIterator.GetNextSession(time, isBar);

if (bars.IsResetOnNewTradingDay || (!bars.IsResetOnNewTradingDay && bars.Count == 0))
{
DateTime barTimeStamp = isBar
? SessionIterator.ActualSessionBegin.AddMinutes(Math .Ceiling(Math.Ceiling(Math.Max(0, time.Subtract(SessionIterator.ActualSessionBegin). TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value)
: SessionIterator.ActualSessionBegin.AddMinutes(bars .BarsPeriod.Value + Math.Floor(Math.Floor(Math.Max(0, time.Subtract(SessionIterator.ActualSessionBegin). TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value);
if (bars.TradingHours.Sessions.Count > 0 && barTimeStamp > SessionIterator.ActualSessionEnd) // Cut last bar in session down to session end on odd session end time
barTimeStamp = SessionIterator.ActualSessionEnd;
return barTimeStamp;
}
else
{
DateTime lastBarTime = bars.GetTime(bars.Count - 1);
DateTime barTimeStamp = isBar
? lastBarTime.AddMinutes(Math.Ceiling(Math.Ceiling(M ath.Max(0, time.Subtract(lastBarTime).TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value)
: lastBarTime.AddMinutes(bars.BarsPeriod.Value + Math.Floor(Math.Floor(Math.Max(0, time.Subtract(lastBarTime).TotalMinutes)) / bars.BarsPeriod.Value) * bars.BarsPeriod.Value);
if (bars.TradingHours.Sessions.Count > 0 && barTimeStamp > SessionIterator.ActualSessionEnd)
{
DateTime saveActualSessionEnd = SessionIterator.ActualSessionEnd;
SessionIterator.GetNextSession(SessionIterator.Act ualSessionEnd.AddSeconds(1), isBar);
barTimeStamp = SessionIterator.ActualSessionBegin.AddMinutes((int ) barTimeStamp.Subtract(saveActualSessionEnd).TotalM inutes);
}
return barTimeStamp;
}
}
}

This code I have took from NinjaScript's InBuild MinuteBarType

[NinjaTrader_ChelseaB]

Hello UniPiece-daivil,

AddBar() adds a new bar.

ApplyDefaultBasePeriodValue() sets the interval for an underlying bar period if the bar type uses an underlying bar type.

ApplyDefaultValue() sets the default interval.

GetInitialLookBackDays() sets the default number of days to load.

GetPercentComplete() calculates the percent before a bar will close, for bar types where this can be calculated.

OnDataPoint updates when there is data to process.

OnStateChange() updates with the State changes throughout the life-cycle of the script. (SetDefaults, Configure, Active)

UpdateBar() updates the building bar with new HLC values.

[UniPiece-daivil]

Thanks for the help, but could you please explain the code in each function aswell ??
I'm not able to understand that

[NinjaTrader_ChelseaB]

Hello UniPiece-daivil,

This would become C# education (and general programming education) which is outside of the realm of our support.
Our support team is here to answer questions about documented methods and properties, and to assist with issues / bug reporting, however assisting with logic is beyond what our team can provide. We do put out examples from time to time for our users to learn from by studying, but

Unfortunately, in the support department at NinjaTrader it is against our policy to create, debug, or modify, code or logic for our clients. Further, we do not provide C# programming education services or one on one educational support in our NinjaScript Support department. This is so that we can maintain a high level of service for all of our clients as well as our associates.

You can also contact a professional NinjaScript Consultant who would be eager to provide educational services as well as custom script development. 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 provide C# education.

[UniPiece-daivil]

okay but i think the function working for standard builtin bartype comes under your ninjasupport system
kindly explain this GetPercentComplete function, cuz there's ninjascript's internal functions are used

THanks

[NinjaTrader_ChelseaB]

Hello UniPiece-daivil,

GetPercentComplete() is used for scripts like the TickCounter indicator and VolumeCounter indicators which use the Bars.PercentComplete property to count down to the bar closing.

If the bar type has a predictable close, such as based on time, number of ticks, number of volume, etc. This method allows you to calculate and provide the Bars.PercentComplete to any indicators running on the bar type.

For the Minute bar type, this is checking the percent of the time of the current update is the amount of minutes greater than the previous bar close.