I have a chart that includes extended hours (Pre-Market) I want to modify the default NT8 Current DayOHL indicator (see code below) to show the OHL for regular session hours for stocks (9:30 to 4:00) so not to include premarket data when calculating the High and Low of the day. Any suggestions? Thank you.
I've tried this modification but do not get any plots.
Code:
//
// Copyright (C) 2023, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//
#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion
// This namespace holds indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// Plots the open, high, and low values from the session starting on the current day.
/// </summary>
public class CurrentDayOHL : Indicator
{
private DateTime currentDate = Core.Globals.MinDate;
private double currentOpen = double.MinValue;
private double currentHigh = double.MinValue;
private double currentLow = double.MaxValue;
private DateTime lastDate = Core.Globals.MinDate;
private SessionIterator sessionIterator;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = Custom.Resource.NinjaScriptIndicatorDescriptionCurrentDayOHL;
Name = Custom.Resource.NinjaScriptIndicatorNameCurrentDayOHL;
IsAutoScale = false;
DrawOnPricePanel = false;
IsOverlay = true;
IsSuspendedWhileInactive = true;
ShowLow = true;
ShowHigh = true;
ShowOpen = true;
BarsRequiredToPlot = 0;
AddPlot(new Stroke(Brushes.Goldenrod, DashStyleHelper.Dash, 2), PlotStyle.Square, Custom.Resource.CurrentDayOHLOpen);
AddPlot(new Stroke(Brushes.SeaGreen, DashStyleHelper.Dash, 2), PlotStyle.Square, Custom.Resource.CurrentDayOHLHigh);
AddPlot(new Stroke(Brushes.Red, DashStyleHelper.Dash, 2), PlotStyle.Square, Custom.Resource.CurrentDayOHLLow);
}
else if (State == State.Configure)
{
currentDate = Core.Globals.MinDate;
currentOpen = double.MinValue;
currentHigh = double.MinValue;
currentLow = double.MaxValue;
lastDate = Core.Globals.MinDate;
}
else if (State == State.DataLoaded)
{
sessionIterator = new SessionIterator(Bars);
}
else if (State == State.Historical)
{
if (!Bars.BarsType.IsIntraday)
{
Draw.TextFixed(this, "NinjaScriptInfo", Custom.Resource.CurrentDayOHLError, TextPosition.BottomRight);
Log(Custom.Resource.CurrentDayOHLError, LogLevel.Error);
}
}
}
protected override void OnBarUpdate()
{
if (!Bars.BarsType.IsIntraday) return;
lastDate = currentDate;
currentDate = sessionIterator.GetTradingDay(Time[0]);
if (lastDate != currentDate || currentOpen == double.MinValue)
{
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
}
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
if (ShowOpen)
CurrentOpen[0] = currentOpen;
if (ShowHigh)
CurrentHigh[0] = currentHigh;
if (ShowLow)
CurrentLow[0] = currentLow;
}
#region 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> CurrentOpen
{
get { return Values[0]; }
}
[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> CurrentHigh
{
get { return Values[1]; }
}
[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> CurrentLow
{
get { return Values[2]; }
}
[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
public override string FormatPriceMarker(double price)
{
return Instrument.MasterInstrument.FormatPrice(price);
}
}
}
Code:
// protected override void OnBarUpdate()
{
if (!Bars.BarsType.IsIntraday) return;
lastDate = currentDate;
currentDate = sessionIterator.GetTradingDay(Time[0]);
// Check if the current bar is within regular trading hours (9:30 am to 4:00 pm)
if (Time[0].TimeOfDay >= new TimeSpan(9, 30, 0) && Time[0].TimeOfDay <= new TimeSpan(16, 0, 0))
{
if (lastDate != currentDate || currentOpen == double.MinValue)
{
currentOpen = Open[0];
currentHigh = High[0];
currentLow = Low[0];
}
currentHigh = Math.Max(currentHigh, High[0]);
currentLow = Math.Min(currentLow, Low[0]);
if (ShowOpen)
CurrentOpen[0] = currentOpen;
if (ShowHigh)
CurrentHigh[0] = currentHigh;
if (ShowLow)
CurrentLow[0] = currentLow;
}
else
{
// If the current bar is outside regular trading hours, set the values to NaN (Not-a-Number)
currentOpen = double.NaN;
currentHigh = double.NaN;
currentLow = double.NaN;
}
}
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