Limit number of bars to retrieve on a chart

[set2win]

I have an opening range indicator I am developing and need to restrict it to the current day. If I put it on a 5 day chart it computes all 5 day opening ranges and uses lots of computing power. What do I need to put in my code to limit that to just the current day regardless if I have a 5, 10 day chart ? When I limit the data to a one day chart all is good.

[NinjaTrader_ChrisL]

Hi set2win, thanks for posting.

We have the SessionIterator class for this purpose:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?sessioniterator.htm

On the page, you will find a short example. On the first bar of the session calculate the trading session. If the session is today's session you can begin to process the indicator, otherwise return from OnBarUpdate.

Kind regards,
-ChrisL

[set2win]

So in my code how do I qualify today session? DateTime tradingDay = sessionIterator.ActualTradingDayExchange; if tradingDay == ???

[set2win]

I can't get it to not calculate other days in the chart, If I give it a 5 day chart it sits there calculating for a long time, if one day chart its fast and what I want


Here is code:

protected override void OnBarUpdate()
{
DateTime dt = Time[0];

if (Bars.IsFirstBarOfSession)
{
sessionIterator.GetNextSession(Time[0], true);
// store the desired session information
tradingDay = sessionIterator.ActualTradingDayExchange;
DateTime beginTime = sessionIterator.ActualSessionBegin;
DateTime endTime = sessionIterator.ActualSessionEnd;

dtStartTime = new DateTime (dt.Year, dt.Month, dt.Day, dtStartTime.Hour, dtStartTime.Minute, dtStartTime.Second);
dtEndTime = new DateTime (dt.Year, dt.Month, dt.Day, dtEndTime.Hour, dtEndTime.Minute, dtEndTime.Second);
}

if (CurrentBars[0] < 10)
return;


if (BarsPeriod.BarsPeriodType == BarsPeriodType.Minute && sessionIterator.IsInSession(DateTime.Now, true, true) )
{


if( BarsPeriod.Value == 1)
{
if (ToTime(Time[0]) < ToTime(dtStartTime))
{
dHighestPrice = 0.0;
dLowestPrice = 0.0;
}
else if (ToTime(Time[0]) == ToTime(dtStartTime))
{
dHighestPrice = High[0];
dLowestPrice = Low[0];
dMidPrice = dLowestPrice + (dHighestPrice-dLowestPrice)/2.0;
dUpperRange = dHighestPrice + dRangeValue;
dLowerRange = dLowestPrice - dRangeValue;
}
else if (ToTime(Time[0]) > ToTime(dtStartTime) && ToTime(Time[0]) <= ToTime(dtEndTime))
{

/// Computations
if(High[0] > dHighestPrice)
dHighestPrice = High[0];
if(Low[0] < dLowestPrice)
dLowestPrice = Low[0];

[NinjaTrader_ChrisL]

Hi set2win, If you choose to use the Session Iterator, you can use the last value you get from DateTime beginTime = sessionIterator.ActualSessionBegin; and start plotting as long as Time[0] > beginTime (see DateTime.Compare()). Or you can detect the current day from the DateTime.Now property when the script starts up:

if(Time[0].Year == DateTime.Now.Year && Time[0].Month == DateTime.Now.Month && Time[0].Day == DateTime.Now.Day)
{
    BackBrush = Brushes.Red; //or use a boolean so you can start drawing once this becomes true
}

Kind regards,
-ChrisL

[set2win]

This code is derived from ecosytem opening range, i think the issue is to identity the dtStartTime / dtEndTime as of today only so if for example I want to use 930am to 940am as the opening range it must be those times for today only.

adding :
if (if (BarsPeriod.BarsPeriodType == BarsPeriodType.Minute && Time[0].Year == DateTime.Now.Year && Time[0].Month == DateTime.Now.Month && Time[0].Day == DateTime.Now.Day)

Limits the display to today only but it still seems to take a long time calculating on a 5 day series

[NinjaTrader_ChrisL]

Hi set2win, just to confirm, you are wanting to modify this opening range indicator from the ecosystem so it only calculates the values for the current day? If that is the case I can have a look at the indicator tomorrow and let you know what to change. If possible please link to the exact indicator you are using.

Kind regards,
-ChrisL

[set2win]

Here is the original code, it will show opening range for as many days as you load. I only want today. and I don't want it calculating any bars other than today. So if I add it to a 5 day chart, it will calculate present day only.

[NinjaTrader_ChrisL]

Hi set2win, I was able to get it to calculate on today's day only using the condition we discussed yesterday. Please see attached.

[oviejo]

Hello
I would like to ask for help with a possible modification to the indicator "Opening Range Indicator".
I would like it to draw the range between two hours for the current day (00:01 - 09:30) and the previous day (00:01 - 09:30) extending the two lines from the previous day on the current day chart.
Only the previous day and the current day.
Thank you

[NinjaTrader_ChrisL]

Hi oviejo thanks for posting. I will not be able to make any further custom changes to this script. The forum threads remain open indefinitely so members of the community can contribute.

Best regards,
-ChrisL

[oviejo]

Thanks Chris L., I'll wait to see if another member of the community can help me.