PriorDayOHLC() for other days?

[timmbbo]

This is a two part question.

First, how can I get the OHLC from other days, say, 3, 7, or 10 days ago?

Second, how can I get the OHLC only from days when the market is open? Say, July 4th falls on a Monday. On Tuesday July 5th, I want to get the prior trading day's OHLC, which would be the previous Friday.

Thanks again.

[NinjaTrader_BrandonH]

Hello timmbbo,

Thanks for your post.

The PriorDayOHLC indicator returns the prior day (session) open, high, low and close values.

To get prior day OHLC values for previous days, you would pass in the barsAgo value you want to access. For example, to access the prior day's value you would pass in a barsAgo of 0. To get the value 2 days prior, you would use a barsAgo value of 1, and so on.

Note that the PriorDayOHLC indicator will get the prior OHLC values of the last trading hours that are not a holiday. For example, if July 4th is a trading hours holiday then the prior day values when the market is open will be returned.

PriorDayOHLC: https://ninjatrader.com/support/help...r_day_ohlc.htm

Let me know if I may assist further.

[StealthM93]

NinjaTrader_BrandonH,

Doesn't the BarsAgo index depend on the current time frame of the chart? That is, if I have a script running on a 5 minute chart, PriorDayOHLC().PriorLow[0] and PriorDayOHLC().PriorLow[3] will return the same value if I'm checking after the 4th or later bar of the same session. Correct?

If so, when checking for prior days, I need to ensure the BarsAgo index is referencing into the appropriate day. Is there a function available for this?

Thanks,
Matt

[NinjaTrader_BrandonH]

Hello Matt,

Thanks for your note.

Yes, you are correct. If the primary series is not a daily series it would return the value one bar ago instead of the previous day.

You could consider checking if IsFirstBarOfSession to identify the first bar of a new session and then use the PriorDayOHLC() value one bar ago to grab the prior day close and save it to a Series<double> variable. When IsFirstBarOfSession is true, this means that the previous bar (one bar ago) was from the previous session.

IsFirstBarOfSession: https://ninjatrader.com/support/help...rofsession.htm
PriorDayOHLC(): https://ninjatrader.com/support/helpGuides/nt8/prior_day_ohlc.htm
Series<double>: https://ninjatrader.com/support/help...t8/seriest.htm

Please let me know if I may assist further.

[StealthM93]

Thanks, NinjaTrader_BrandonH!