Getting Yesterday's ES RTH High and Low

[dwrety]

I wrote a script to calculate the average ES RTH Daily Range by adding a secondary data series.

AddDataSeries(null, new BarsPeriod{ BarsPeriodType = BarsPeriodType.Minute, Value = 450}, "US Equities RTH");

. Intended for 9:30am to 5:00pm.

And I calculate the daily range by

if (BarsInProgress == 1) {
    _dayRange[0] = Highs[1][0] - Lows[1][0];
}

I am able to get most of the daily ranges correctly, but there are just some days with incorrect values. for example, holidays and fomc days. Why and how can I fix this?

For example: The FOMC day on the left should have a daily range of 73.75pts but the scripts from above calculates it as 71.75pts.

[NinjaTrader_ChelseaB]

Hello dwrety,

Try using 1440 for the number of minutes for a daily bar.

Print the bar time, high and low to see if these are corresponding with the data on the chart.
https://ninjatrader.com/support/foru...121#post791121

Just to confirm, you have not modified the 'US Equities RTH' trading hours template have you? This should still be showing the holidays in the Trading Hours window.

[dwrety]

Hello dwrety,

Try using 1440 for the number of minutes for a daily bar.

Print the bar time, high and low to see if these are corresponding with the data on the chart.
https://ninjatrader.com/support/foru...121#post791121

Just to confirm, you have not modified the 'US Equities RTH' trading hours template have you? This should still be showing the holidays in the Trading Hours window.

Thank you Chelsea. Yes, I have changed the RTH hour templates and I tried both the original and the modified. The results were the same. Now I simply switched to an alternative method, which is to use PriorHOLC values and it's correct now. I am just curious why the results are off.