A custom close time for Prior Day OHLC

[Bob-Habanai]

I've made a copy of the indicator, but is it possible to change the close time using a code like:

Bars.GetBar(new DateTime(today.Year, today.Month, today.Day, 9, 30, 0));

Where would you make the change?

If anyone wants to reply, I'll paste the source code below to save you time.

Thanks!

public class PriorDayOHLC : Indicator
{
private DateTime currentDate = Core.Globals.MinDate;
private double currentClose = 0;
private double currentHigh = 0;
private double currentLow = 0;
private double currentOpen = 0;
private double priorDayClose = 0;
private double priorDayHigh = 0;
private double priorDayLow = 0;
private double priorDayOpen = 0;
private Data.SessionIterator sessionIterator;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDe scriptionPriorDayOHLC;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa mePriorDayOHLC;
IsAutoScale = false;
IsOverlay = true;
IsSuspendedWhileInactive = true;
DrawOnPricePanel = false;
ShowClose = true;
ShowLow = true;
ShowHigh = true;
ShowOpen = true;

AddPlot(new Stroke(Brushes.SteelBlue, DashStyleHelper.Dash, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCOpen);
AddPlot(new Stroke(Brushes.DarkCyan, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCHigh);
AddPlot(new Stroke(Brushes.Crimson, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCLow);
AddPlot(new Stroke(Brushes.SlateBlue, DashStyleHelper.Dash, 2), PlotStyle.Hash, NinjaTrader.Custom.Resource.PriorDayOHLCClose);
}
else if (State == State.Configure)
{
currentDate = Core.Globals.MinDate;
currentClose = 0;
currentHigh = 0;
currentLow = 0;
currentOpen = 0;
priorDayClose = 0;
priorDayHigh = 0;
priorDayLow = 0;
priorDayOpen = 0;
sessionIterator = null;
}
else if (State == State.DataLoaded)
{
sessionIterator = new Data.SessionIterator(Bars);
}
else if (State == State.Historical)
{
if (!Bars.BarsType.IsIntraday)
{
Draw.TextFixed(this, "NinjaScriptInfo", NinjaTrader.Custom.Resource.PriorDayOHLCIntradayEr ror, TextPosition.BottomRight);
Log(NinjaTrader.Custom.Resource.PriorDayOHLCIntrad ayError, LogLevel.Error);
}
}
}

protected override void OnBarUpdate()
{
if (!Bars.BarsType.IsIntraday)
return;

// If the current data is not the same date as the current bar then its a new session
if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{
// The current day OHLC values are now the prior days value so set
// them to their respect indicator series for plotting
priorDayOpen = currentOpen;
priorDayHigh = currentHigh;
priorDayLow = currentLow;
priorDayClose = currentClose;

if (ShowOpen) PriorOpen[0] = priorDayOpen;
if (ShowHigh) PriorHigh[0] = priorDayHigh;
if (ShowLow) PriorLow[0] = priorDayLow;
if (ShowClose) PriorClose[0] = priorDayClose;

// Initilize the current day settings to the new days data
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
currentClose = Close[0];

currentDate = sessionIterator.GetTradingDay(Time[0]);
}
else // The current day is the same day
{
// Set the current day OHLC values
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
currentClose = Close[0];

if (ShowOpen) PriorOpen[0] = priorDayOpen;
if (ShowHigh) PriorHigh[0] = priorDayHigh;
if (ShowLow) PriorLow[0] = priorDayLow;
if (ShowClose) PriorClose[0] = priorDayClose;
}
}

[HASHTAG="t3322"]region[/HASHTAG] Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public Series<double> PriorOpen
{
get { return Values[0]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> PriorHigh
{
get { return Values[1]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> PriorLow
{
get { return Values[2]; }
}

[Browsable(false)]
[XmlIgnore()]
public Series<double> PriorClose
{
get { return Values[3]; }
}

[Display(ResourceType = typeof(Custom.Resource), Name = "ShowClose", GroupName = "NinjaScriptParameters", Order = 0)]
public bool ShowClose
{ get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "ShowHigh", GroupName = "NinjaScriptParameters", Order = 1)]
public bool ShowHigh
{ get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "ShowLow", GroupName = "NinjaScriptParameters", Order = 2)]
public bool ShowLow
{ get; set; }

[Display(ResourceType = typeof(Custom.Resource), Name = "ShowOpen", GroupName = "NinjaScriptParameters", Order = 3)]
public bool ShowOpen
{ get; set; }
#endregion
}
}

[NinjaTrader_Jesse]

Hello

This indicator currently uses the session iterator to determine which data it is to break the plots. You could add a custom close, you would need to modify the time logic such as the following line:

if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)

You can see the following example for making time based conditions, the above is checking the Date rather than a time.

https://ninjatrader.com/support/helpGuides/nt8/totime.htm?zoom_highlightsub=totime

[Bob-Habanai]

Thanks Jesse,

I should clarify that I need the high and lows to use the session iterator, but the close to use the price from the bar 45 minutes before the session iterator's close.

Where should I paste your above line into the indicator's code?

Much appreciated!

[NinjaTrader_Jesse]

Hello Bob-Habanai,

You would need to make your own custom logic to do that, the original logic breaks all of the values based on the session. To do only 1 of the values at a custom time would require writing a second set of logic which is similar to the first but uses its own variables to know when the time to reset happens. You could keep the original logic as is and then add another set of conditions in OnBarUpdate which are outside the original logic.

if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{

}
else // The current day is the same day
{

}
// your new conditions/logic outside the original conditions

[Bob-Habanai]

Hi Jesse,

You mean to make it like this, yes?

// If the current data is not the same date as the current bar then its a new session
if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{
// The current day OHLC values are now the prior days value so set
// them to their respect indicator series for plotting
priorDayOpen = currentOpen;
priorDayHigh = currentHigh;
priorDayLow = currentLow;

if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{
}
else // The current day is the same day
{
}
// your new conditions/logic outside the original conditions
priorDayClose    = currentClose;

Apologies, I don't know how to write the conditions.
How would you write 45 minutes before the session Iterator close?

Thanks

[NinjaTrader_Jesse]

Hello Bob-Habanai

How would you write 45 minutes before the session Iterator close?

You can use the sessioniterators method to get the end datetime and then use C#'s datetime math to subtract 45 minutes:

sessionIterator.GetNextSession(Time[0], true);
DateTime endTime = sessionIterator.ActualSessionEnd;
DateTime fourtyFiveMinutesBeforeEnd = endTime.AddMinutes(-45);
Print("The current session end time is " + endTime + " And 45 minutes before: " + fourtyFiveMinutesBeforeEnd);

if(Time[0] < fourtyFiveMinutesBeforeEnd)
{

}

[Bob-Habanai]

Thank you for all your help and patience Jesse.

I tried this, but something went wrong, could you tell me where I got the order wrong in where the code is to be placed?

Much appreciated!

        protected override void OnBarUpdate()
        {
            if (!Bars.BarsType.IsIntraday)
                return;

            // If the current data is not the same date as the current bar then its a new session
            if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
            {
                // The current day OHLC values are now the prior days value so set
                // them to their respect indicator series for plotting
                priorDayOpen    = currentOpen;
                priorDayHigh    = currentHigh;
                priorDayLow        = currentLow;

            if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
            {

            }
            else // The current day is the same day
            {

            }
            // your new conditions/logic outside the original conditions
            sessionIterator.GetNextSession(Time[0], true);
            DateTime endTime = sessionIterator.ActualSessionEnd;
            DateTime fourtyFiveMinutesBeforeEnd = endTime.AddMinutes(-45);
            Print("The current session end time is " + endTime + " And 45 minutes before: " + fourtyFiveMinutesBeforeEnd);

            if(Time[0] < fourtyFiveMinutesBeforeEnd)
            {
            }    
            priorDayClose    = currentClose;

                if (ShowOpen)    PriorOpen[0]    = priorDayOpen;
                if (ShowHigh)    PriorHigh[0]    = priorDayHigh;
                if (ShowLow)    PriorLow[0]        = priorDayLow;
                if (ShowClose)    PriorClose[0]    = priorDayClose;

                // Initilize the current day settings to the new days data
                currentOpen     =    Open[0];
                currentHigh     =    High[0];
                currentLow        =    Low[0];
                currentClose    =    Close[0];

                currentDate     =    sessionIterator.GetTradingDay(Time[0]);
            }
            else // The current day is the same day
            {
                // Set the current day OHLC values
                currentHigh     =    Math.Max(currentHigh, High[0]);
                currentLow        =    Math.Min(currentLow, Low[0]);
                currentClose    =    Close[0];

                if (ShowOpen)    PriorOpen[0] = priorDayOpen;
                if (ShowHigh)    PriorHigh[0] = priorDayHigh;
                if (ShowLow)    PriorLow[0] = priorDayLow;
                if (ShowClose)    PriorClose[0] = priorDayClose;
            }
        }
​

[NinjaTrader_Jesse]

Hello Bob-Habanai,

In this script you have the curly braces mismatched which looks like its due to a duplication of the condition. You have the first day related condition twice, you can remove the second copy that looks like this:

if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{

It would also be easiest to not change the existing code and just make a duplicate of the original by doing RIght click -> Save As. To do what you are asking you just need to add another condition which comes after the original conditions.

The structure you would want looks like the following. I removed the plot code to make it easier to see the curly brace structure:

if (currentDate != sessionIterator.GetTradingDay(Time[0]) || currentOpen == 0)
{
    // The current day OHLC values are now the prior days value so set
    // them to their respect indicator series for plotting

    // original code here

    currentDate = sessionIterator.GetTradingDay(Time[0]);
}
else // The current day is the same day
{
    // Set the current day OHLC values
    //original code here
}​

sessionIterator.GetNextSession(Time[0], true);
DateTime endTime = sessionIterator.ActualSessionEnd;
DateTime fourtyFiveMinutesBeforeEnd = endTime.AddMinutes(-45);​
if(Time[0] == fourtyFiveMinutesBeforeEnd)
{
   // set whichever plots you need here
}
​

You would also need to use a chart that has intervals of 1 minute or 15 minutes so that a time with 45 minutes after can happen.

[Bob-Habanai]

Thanks for all your help Jesse!