Retrieving data from specific bars from the previous day

[ArmKnuckle]

I am certain we are getting very close. Thank you so much for the specific help!

I just applied the strategy you provided to a chart when running Playback Connection with the start/end spanning three consecutive days. During playback, a gold dot was generated on the first bar of each new day.

A blue dot was not generated on the last bar of session within the start/end duration of the Playback Connection. (The blue dots do appear on the days before the Playback start/end time frame.)

A tweak that would allow "First Bar of Session" and "Last Bar of Session" dots to be appear during Playback would get me almost to my goal.

One more clarification. Being that I need to "Last Bar of Session" info for multi-time frames, is the following code correct when trying to differentiate the “Last Bar” of a specific time frame?

(BarsInProgress == 2 && Bars.IsLastBarOfSession && CurrentBars[2] != Bars.Count-1)
(BarsInProgress == 3 && Bars.IsLastBarOfSession && CurrentBars[3] != Bars.Count-1)

Thanks in advance.

[NinjaTrader_PaulH]

Hello ArmKnuckle,

Thanks for your reply.

Let's take another approach here that would be simpler.

If the code has detected the first bar of the session, then the previous bar to that would be the end of the previous session.