Indicator not plotting after session break

[adeelshahzad]

Hi,

I have plotted lines based on the previous day prices series. Which is doing fine on historical data.

The issue I am facing is that it is not plotting lines for the next trading session i.e. 1800 hrs April 17th onwards when it is running in real-time. This is shown in the attached screenshot

More detail,

1. When I load the indicator it works perfectly fine for all previous days i.e. plotting in a day session based on previous day session
2. But the issue is it is not plotting in the next trading session after the session break i.e. at 1800 hrs when indicator is already running

Code,

public class FloorTest : Indicator
{
    private double var_0;
    private double var_1;
    private double var_2;
    private double var_3;
    private double var_4;
    private double var_5;
    private double var_6;
    private double var_7;
    private double var_8;
    private double var_9;
    private double var_10;
    private double var_12;
    private double var_13;
    private PloyType _pivotPlotType;
    NinjaTrader.Gui.Tools.SimpleFont _font;

    private SessionIterator sessionIterator;
    private readonly List<int> newSessionBarIdxArr = new List<int>();
    private DateTime currentDate = Globals.MinDate;
    private DateTime cacheSessionDate = Globals.MinDate;
    private DateTime cacheSessionEnd = Globals.MinDate;
    private DateTime cacheTime;
    private DateTime sessionDateTmp = Globals.MinDate;

    private void SetDefaults()
    {
        Name = "Floor Test";
        Description = "";

        Calculate = Calculate.OnPriceChange;
        IsAutoScale = false;
        IsOverlay = true;
        IsSuspendedWhileInactive = false;
        DisplayInDataBox = true;
        DrawOnPricePanel = true;
        PaintPriceMarkers = true;
        ScaleJustification = Gui.Chart.ScaleJustification.Right;
        _font = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };
        var_13 = 1;

    }

    private void SetParameters()
    {
        _pivotPlotType = PloyType.Five;
    }

    protected override void OnStateChange()
    {
        if (State == State.SetDefaults)
        {
            SetDefaults();
            SetParameters();
        }
        else if (State == State.Configure)
        {
            ClearOutputWindow();
            _pivotPlotType = PivotPlotType;

            AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Day, Value = 1 },
                "CME US Index Futures RTH", true);
        }
        else if (State == State.DataLoaded)
        {
            sessionIterator = new SessionIterator(BarsArray[1]);
        }
    }

    protected override void OnBarUpdate()
    {
        if (CurrentBar < 1 && BarsInProgress != 0) return;

        DateTime lastBarTimeStamp = GetLastBarSessionDate(Times[0][0]);
        if (currentDate != Globals.MinDate && lastBarTimeStamp != currentDate)
        {
            bool plotCondition;
            DateTime today = DateTime.Now;
            if (Time[0].DayOfYear < today.DayOfYear)
            {
                var_13 += 1;
                var_12 = PriorDayOHLC().PriorClose[0];
                var_7 = PriorDayOHLC().PriorHigh[0];
                var_8 = var_7;
                var_9 = PriorDayOHLC().PriorLow[0];
                var_10 = var_9;
                var_6 = (var_8 + var_10 + var_12) / 3;
                var_3 = var_6 * 2 - var_10;
                var_4 = var_6 + var_8 - var_10;
                var_5 = var_4 + var_8 - var_10;
                var_0 = var_6 * 2 - var_8;
                var_1 = var_6 - var_8 + var_10;
                var_2 = var_1 - var_8 + var_10;
            }
            else
            {
                if (High[0] > var_7)
                    var_7 = High[0];
                if (Low[0] < var_9)
                    var_9 = Low[0];
            }

            plotCondition = var_13 >= 2 && Bars.BarsType.IsIntraday;
            if (plotCondition)
            {
                DateTime firstBarTimestamp = lastBarTimeStamp.AddHours(-6);
                DateTime endBar = firstBarTimestamp.AddHours(24);
                if (_pivotPlotType == PloyType.Seven)
                {
                    Draw.Line(this, "line_R3_" + Time[0], false, firstBarTimestamp, var_5, endBar, var_5,
                        Brushes.Green, DashStyleHelper.Solid, 2);
                    Draw.Text(this, "text_R3_" + Time[0], false, "R3", endBar, var_5, 0,
                        Brushes.Green, _font, System.Windows.TextAlignment.Center,
                        Brushes.Green, Brushes.Green, 5);
                }
                Draw.Line(this, "line_R2_" + Time[0], true, firstBarTimestamp, var_4, endBar, var_4,
                    Brushes.LimeGreen, DashStyleHelper.Solid, 2);
                Draw.Text(this, "text_R2_" + Time[0], true, "R2", endBar, var_4, 0,
                        Brushes.LimeGreen, _font, System.Windows.TextAlignment.Center,
                        Brushes.LimeGreen, Brushes.LimeGreen, 5);

                Draw.Line(this, "line_R1_" + Time[0], false, firstBarTimestamp, var_3, endBar, var_3,
                    Brushes.DarkOliveGreen, DashStyleHelper.Solid, 2);
                Draw.Text(this, "text_R1_" + Time[0], false, "R1", endBar, var_3, 0,
                        Brushes.DarkOliveGreen, _font, System.Windows.TextAlignment.Center,
                        Brushes.DarkOliveGreen, Brushes.DarkOliveGreen, 5);

                Draw.Line(this, "line_PP_" + Time[0], false, firstBarTimestamp, var_6, endBar, var_6,
                    Brushes.LightBlue, DashStyleHelper.Solid, 5);
                Draw.Text(this, "text_PP_" + Time[0], false, "PP", endBar, var_6, 0,
                        Brushes.LightBlue, _font, System.Windows.TextAlignment.Center,
                        Brushes.LightBlue, Brushes.LightBlue, 5);

                Draw.Line(this, "line_S1_" + Time[0], false, firstBarTimestamp, var_0, endBar, var_0,
                    Brushes.Red, DashStyleHelper.Solid, 2);
                Draw.Text(this, "text_S1_" + Time[0], false, "S1", endBar, var_0, 0,
                        Brushes.Red, _font, System.Windows.TextAlignment.Center,
                        Brushes.Red, Brushes.Red, 5);

                Draw.Line(this, "line_S2_" + Time[0], false, firstBarTimestamp, var_1, endBar, var_1,
                    Brushes.IndianRed, DashStyleHelper.Solid, 2);
                Draw.Text(this, "text_S2_" + Time[0], false, "S2", endBar, var_1, 0,
                        Brushes.IndianRed, _font, System.Windows.TextAlignment.Center,
                        Brushes.IndianRed, Brushes.IndianRed, 5);

                if (_pivotPlotType == PloyType.Seven)
                {
                    Draw.Line(this, "line_S3_" + Time[0], false, firstBarTimestamp, var_2, endBar, var_2,
                        Brushes.MediumVioletRed, DashStyleHelper.Solid, 2);
                    Draw.Text(this, "text_S3_" + Time[0], false, "S3", endBar, var_2, 0,
                        Brushes.MediumVioletRed, _font, System.Windows.TextAlignment.Center,
                        Brushes.MediumVioletRed, Brushes.MediumVioletRed, 5);
                }
            }
        }
        currentDate = lastBarTimeStamp;
    }

    #region Private Methods
    private DateTime GetLastBarSessionDate(DateTime time)
    {
        // Check the time[0] against the previous session end
        if (time > cacheSessionEnd)
        {
            if (Bars.BarsType.IsIntraday)
            {
                // Make use of the stored session iterator to find the next session...
                sessionIterator.GetNextSession(time, true);
                // Store the actual session's end datetime as the session
                cacheSessionEnd = sessionIterator.ActualSessionEnd;
                // We need to convert that time from the session to the users time zone settings
                sessionDateTmp = TimeZoneInfo.ConvertTime(cacheSessionEnd.AddSeconds(-1), Globals.GeneralOptions.TimeZoneInfo, Bars.TradingHours.TimeZoneInfo).Date;
            }
            else
            {
                sessionDateTmp = time.Date;
            }
        }

        if (sessionDateTmp != cacheSessionDate)
        {
            if (newSessionBarIdxArr.Count == 0 || newSessionBarIdxArr.Count > 0 && CurrentBar > newSessionBarIdxArr[newSessionBarIdxArr.Count - 1])
            {
                newSessionBarIdxArr.Add(CurrentBar);
            }
            cacheSessionDate = sessionDateTmp;
        }
        return sessionDateTmp;
    }
    #endregion

    public enum PloyType
    {
        Five,
        Seven
    }

    #region Parameters
    [NinjaScriptProperty]
    [Display(ResourceType = typeof(Custom.Resource), Name = "Plot Type", GroupName = "Plot Parameters", Order = 0)]
    public PloyType PivotPlotType
    {
        get; set;
    }
    #endregion
}​

[adeelshahzad]

Thanks Brandon for the reply.

1. Do I need to change property

   Calculate

   to

   Calculate.OnBarClose

   ?
2. As you asked, endTime is set by calculating startTime and then adding 24 hours to it
3. I have also now added the attachment with debug outputs the way you suggested, below

[adeelshahzad]

Thanks Brandon for your suggestions.

Moreover, I would like to bring into your notice that issue is not reproducible in Playback mode. In Playback mode, the plots are created automatically as expected i.e. when a trading session ends and next starts the plots are drawn.

Please see attachment.