Help coding overnight strat indicator

[gummybar]

Hello,

I am trying to code an indicator for strat that plots overnight high and low but when i load the indicator it shows it in a way that doesn't make sense (the high and low don't seem right at all) and also I want it to be drawn on the chart not as another indicator on the bottom, can you please help?

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
    public class OvernightHighLow : Indicator
    {
        private Series<double> overnightHigh;
        private Series<double> overnightLow;
        private bool sessionStarted;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Indicator to calculate overnight high and low.";
                Name                                        = "OvernightHighLow";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = false;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
                 // Adds a blue line style plot

            }
            else if (State == State.Configure)
            {
                                // Initialize the Series<double> objects and add plots
                overnightHigh = new Series<double>(this);
                overnightLow = new Series<double>(this);

                AddPlot(Brushes.Red, "OvernightHigh");
                AddPlot(Brushes.Green, "OvernightLow");
            }
        }

        protected override void OnBarUpdate()
        {
      if (Bars == null || CurrentBar == 0)
                return;

            // Define your custom overnight session times here
            TimeSpan overnightStart = new TimeSpan(16, 30, 0); // 4:30 PM
            TimeSpan overnightEnd = new TimeSpan(9, 30, 0);   // 9:30 AM

            DateTime currentTime = Time[0];
            DateTime previousTime = Time[1];

            bool isNewSessionBar = currentTime.Date != previousTime.Date;

            // Check if the overnight session has started
            if (!sessionStarted && currentTime.TimeOfDay >= overnightStart)
            {
                sessionStarted = true;
                overnightHigh[0] = High[0];
                overnightLow[0] = Low[0];
            }

            // Check if it's a new session
            if (isNewSessionBar)
            {
                sessionStarted = false;
            }

            // Update the overnight high and low
            if (sessionStarted)
            {
                if (High[0] > overnightHigh[0])
                    overnightHigh[0] = High[0];

                if (Low[0] < overnightLow[0])
                    overnightLow[0] = Low[0];
            }

            // Plot the overnight high and low
            if (sessionStarted)
            {
                Values[0][0] = overnightHigh[0]; // Plot the overnight high


                Values[1][0] = overnightLow[0]; // Plot the overnight low

            }

        }
    }

}​​

[NinjaTrader_Jesse]

Hello gummybar,

The reason he plot looks like you have shown is that it sometimes draws 0 values which would create spikes like that. If you wanted to avoid that you would have to make sure a price is always being plotted even if it was the same price from the previous bar, that would create a consistent plot without 0 segments.

To have the indiator plot in the chart you would set IsOverlay = true; and then remove and re apply the indicator to the chart.

[gummybar]

Hello gummybar,

The reason he plot looks like you have shown is that it sometimes draws 0 values which would create spikes like that. If you wanted to avoid that you would have to make sure a price is always being plotted even if it was the same price from the previous bar, that would create a consistent plot without 0 segments.

To have the indiator plot in the chart you would set IsOverlay = true; and then remove and re apply the indicator to the chart.

Thanks for the reply, i've updated my code, it now shows on the chat, but it still seems to plot 0 values, any ideas based on my code why it doesn't plot the previous value and draws 0 sometime?
Thanks

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
    public class OvernightHighLow : Indicator
    {
        private Series<double> overnightHigh;
        private Series<double> overnightLow;
        private bool sessionStarted;
        protected override void OnStateChange()

        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Indicator to calculate overnight high and low.";
                Name                                        = "OvernightHighLow";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = true;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
                 // Adds a blue line style plot

            }
            else if (State == State.Configure)
            {
                                // Initialize the Series<double> objects and add plots
                overnightHigh = new Series<double>(this);
                overnightLow = new Series<double>(this);

                AddPlot(Brushes.Red, "OvernightHigh");
                AddPlot(Brushes.Green, "OvernightLow");
            }
        }

        protected override void OnBarUpdate()
        {
    if (Bars == null || CurrentBar == 0)
        return;

    // Define your custom overnight session times here
    TimeSpan overnightStart = new TimeSpan(16, 30, 0); // 4:30 PM
    TimeSpan overnightEnd = new TimeSpan(9, 30, 0);   // 9:30 AM

    DateTime currentTime = Time[0];
    DateTime previousTime = Time[1];

    bool isNewSessionBar = currentTime.Date != previousTime.Date;

    // Check if the overnight session has started
    if (!sessionStarted && currentTime.TimeOfDay >= overnightStart)
    {
        sessionStarted = true;
        overnightHigh[0] = High[0];
        overnightLow[0] = Low[0];
    }

    // Check if it's a new session
    if (isNewSessionBar)
    {
        sessionStarted = false;
    }

    // Update the overnight high and low
    if (sessionStarted)
    {
        if (High[0] > overnightHigh[0])
            overnightHigh[0] = High[0];

        if (Low[0] < overnightLow[0])
            overnightLow[0] = Low[0];
    }

    // Plot the overnight high and low
    if (sessionStarted)
    {
        if (High[0] != 0) // Check if the current bar's high is not 0
            Values[0][0] = overnightHigh[0]; // Plot the overnight high
        else
            Values[0][0] = Values[0][1]; // Plot the previous value

        if (Low[0] != 0) // Check if the current bar's low is not 0
            Values[1][0] = overnightLow[0]; // Plot the overnight low
        else
            Values[1][0] = Values[1][1]; // Plot the previous value
    }
}
           // Expose public properties for the overnight high and low values
        [Browsable(false)]
        [XmlIgnore]
        public double OvernightHigh
        {
            get { return overnightHigh[0]; }
        }

        [Browsable(false)]
        [XmlIgnore]
        public double OvernightLow
        {
            get { return overnightLow[0]; }
        }
    }

}​

[gummybar]

I also tried to change this but nothing is being drawn...

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
    public class OvernightHighLow : Indicator
    {
        private Series<double> overnightHigh;
        private Series<double> overnightLow;
        private bool sessionStarted;
        protected override void OnStateChange()

        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Indicator to calculate overnight high and low.";
                Name                                        = "OvernightHighLow";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = false;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
                 // Adds a blue line style plot

            }
            else if (State == State.Configure)
            {
                                // Initialize the Series<double> objects and add plots
                overnightHigh = new Series<double>(this);
                overnightLow = new Series<double>(this);

                AddPlot(Brushes.Red, "OvernightHigh");
                AddPlot(Brushes.Green, "OvernightLow");
            }
        }

        protected override void OnBarUpdate()
        {
    if (Bars == null || CurrentBar == 0)
        return;

    // Define your custom overnight session times here
    TimeSpan overnightStart = new TimeSpan(16, 30, 0); // 4:30 PM
    TimeSpan overnightEnd = new TimeSpan(9, 30, 0);   // 9:30 AM

    DateTime currentTime = Time[0];
    DateTime previousTime = Time[1];

    bool isNewSessionBar = currentTime.Date != previousTime.Date;

    // Check if the overnight session has started
    if (!sessionStarted && currentTime.TimeOfDay >= overnightStart)
    {
        sessionStarted = true;
        overnightHigh[0] = High[0];
        overnightLow[0] = Low[0];
    }

    // Check if it's a new session
    if (isNewSessionBar)
    {
        sessionStarted = false;
    }

    // Update the overnight high and low
    if (sessionStarted)
    {
        if (High[0] > overnightHigh[0])
            overnightHigh[0] = High[0];

        if (Low[0] < overnightLow[0])
            overnightLow[0] = Low[0];
    }

    // Plot the overnight high and low
    if (sessionStarted)
    {
        // Plot the overnight high and low only on the first bar of the session
        if (isNewSessionBar)
        {
            Draw.Line(this, "OvernightHigh", true, 0, overnightHigh[0], -1, overnightHigh[0] + 5, "Red");
            Draw.Line(this, "OvernightLow", true, 0, overnightLow[0], -1, overnightLow[0] - 5, "Green");
        }
    }
}
           // Expose public properties for the overnight high and low values
        [Browsable(false)]
        [XmlIgnore]
        public double OvernightHigh
        {
            get { return overnightHigh[0]; }
        }

        [Browsable(false)]
        [XmlIgnore]
        public double OvernightLow
        {
            get { return overnightLow[0]; }
        }
    }

}​

[NinjaTrader_Jesse]

Hello gummybar,

I would suggest using Prints to output what your logic is doing so you can have a better idea of why a 0 value is being plotted. I wouldn't be able to tell just by looking at the code as to why that's happening.