Syncing Yearly,Quarterly,Monthly,Weekly with the start of session & each other?

[forrestang]

Hello.

I am wanting to capture the start of the of a Year, Quarter, Month and weekly, and sync this with the start of the session.

The issue, is that due to timezones, there are times when a NEW trading session starts, but the technical date(due to my timezone) has not rolled over yet.

An image is attached for the monthly. In this image, you can see how the FIRST triangle shows the first TRADING SESSION that would account for the first day of the NEW month. But my trading session, spans across two calendar days.

In general, I'd like to be able to sync the Year, Quarterly, Monthly and Weekly starts.

Capturing the calendar start can be done via:

Day Of Month: Time[0].Day ... E.g. 1-31
Year: Time[0].Year ... E.g. 2024
Day Of Week: (int)Time[0].DayOfWeek ... E.g. 0-6
Quarter: (Time[0].Month-1)/3+1 ... E.g. 1-4

And then comparing the current bar, to the previous bar, and waiting for a change will yield the CALENDAR date of change.

Is there a best practices type of way to accomplish what I'm trying to accomplish.

[NinjaTrader_ChelseaB]

Hello forrestang,

"I am wanting to capture the start of the of a Year, Quarter, Month and weekly, and sync this with the start of the session."

I'm not quite understanding what you are meaning by "sync this with the start of the session". Do you mean you want to change the session start time to start at midnight?

"In this image, you can see how the FIRST triangle shows the first TRADING SESSION that would account for the first day of the NEW month. But my trading session, spans across two calendar days"

When the month changes, you want the bar number of the first bar of the session (that traversed into a new month), is this correct?

You can use Bars.BarsSinceNewTradingDay to get the first bar of the session.
Help guide: NinjaScript > Language Reference > Common > Bars > BarsSinceNewTradingDay

if (CurrentBar < 1)
return;​

if (Time[0].Month != Time[1].Month) // this bar is the first bar of a new month
{
    Print(string.Format("{0} | Bars.BarsSinceNewTradingDay: {1}, Time[{1}]: {2}", Time[0], Bars.BarsSinceNewTradingDay, Time[Bars.BarsSinceNewTradingDay]));
    Draw.VerticalLine(this, "tag1", Bars.BarsSinceNewTradingDay, Brushes.Green); // draw a vertical line on the first bar of the session.
}​

[forrestang]

I probably didn't explain that well.

The script you added, will locate the change of date, and go backwards to get the actual first bar of session. I'd like to know on the first bar, if this is a NEW month, even if the month hasn't rolled over yet.

I may have something workable now, as I'm comparing the bar before the FirstBarOfSession, to the sessionEND date, via use of the sessionIterator.

This seems to alleviate the issue I was having.

Thx, I will post if I have further issues.