Collect a list of values from different timeframe

[UltraNIX]

I run my strategy on 900 tick chart. However, I want to store daily values of Open, High, Low and Close (without adding data series). I am able to get daily, but I don't want to have like 10 or 20 (x 4 for each open, high, low and close) variables.

Can you provide me an example of using a list and adding to it once a day, which would trigger in within OnBarUpdate method and

if(Bars.IsFirstBarOfSession)

calculation.

Thanks.

[NinjaTrader_ChrisL]

Hi UltraNIX, thanks for posting.

If you run the strategy OnBarClose you can use the BarsInProgress index to track the close of each daily bar e.g.

//Class level
public struct Prices {
public Prices(double open, double high, double low, double close) { Close = close, High = high, Low = low, Close = close }

public double Open { get; }
public double High { get; }
public double Low { get; }
public double Close { get; }

}

Dictionary<int, Prices> MyDictionary = new Dictionary<int, Prices>();

OnBarUpdate:

if(BarsInProgress == 1) //daily series
    MyDictionary.Add(CurrentBars[1], new Prices(Opens[1][0], Highs[1][0], Lows[1][0], Close[1][0]));

The Struct and Dictionary documentation are here:
https://docs.microsoft.com/en-us/dot...n-types/struct
https://docs.microsoft.com/en-us/dot...2?view=net-5.0

[UltraNIX]

I get an error at Coords part:

 [TABLE="width: 724"]
[TR]
[TD][SIZE=14px][COLOR=black][FONT=Calibri]Method must have a return type[/FONT][/COLOR][/SIZE][/TD]
 		[/TR]
[/TABLE]

[NinjaTrader_ChrisL]

Hi UltraNIX,

I accidentally left the constructor as Coords, so i changed it to Prices.