Access non sequential data in an array

[crystalet]

Looking for some inspiration/help for something inside an indicator I am building.

My data feed is 1minute bars

I am looking for a way to calculate a moving average on each bar close, but I want to take eg the average over 5 values, where each value is the same time of the bar over the last 5 days.

So for example, Time[0] = today @ open 9.30.00 (hour 9, min 30 and sec 0)
I then want to access Close now, close on yesterday same time, day before same time, day before that same time and day before that same time

I cannot figure out how to do this in Close.GetValueAt( ) requires an int how many bars back. But then I have to calculate how many bars there were over 1 day (and deal with holidays, early closes, sundays, day light savings etc).

Is there a way to access Close[ ] at a specific time?

Hope i explained it well. Looking forward to some ideas.

[NinjaTrader_ChelseaB]

Hello crystalet,

"Is there a way to access Close[ ] at a specific time?"

Specifically to do this you can use Bars.GetBar() to get a bar number for the time.

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

Close[CurrentBar - Bars.GetBar(Time[0].AddDays(-1))]

If the time requested is outside of the session, which includes holiday and session times in the trading hours template, the bar returned will be the most recently closed bar.

Holidays and weekends are in set in the TradingHours template.

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

Which control the SessionIterator if you want to get information about the session for a specific day.

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

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

[crystalet]

perfect - that will do the trick - thank you for that.