Comparing volume of recent X bars to the volume of X bars of the same time yesterday

[Deevo2004]

Hi,

In the OnBarUpdate() function, given that i am using 2 minute bars for my strategy, i would like to do something like:
//Get the total volume of the previous 10 bars:
double volumeOfPrevoius10Bars = VOL()[0] + VOL()[1] + VOL()[2] + VOL()[3] + VOL()[4] + VOL()[5] + VOL()[6] + VOL()[7] + VOL()[8] + VOL()[9];

//Get the total volume of 10 bars during the same time of the previous day, which is 195 bars ago using a 2 minute char, so I do something like:
double volumeOfPrevoius10BarsYesterday = VOL()[195] + VOL()[196] + VOL()[197] + VOL()[198] + VOL()[199] + VOL()[200] + VOL()[201] + VOL()[202] + VOL()[203] + VOL()[204];

But this doesn't work as I run the strategy because the VOL() function only can handle [0] as the index, every other one gets an index out of bound exception.

How do I acheive this in the OnBarUpdateFunction?

Thanks!

[NinjaTrader_ChelseaB]

Hello Deevo2004,

Welcome to the NinjaTrader forums!

To get the bar from the same time yesterday you would need to use Bars.GetBar() and supply the Time[0] of the current bar with .AddDays(-1) to calculate a date from yesterday.

https://ninjatrader.com/support/helpGuides/nt8/getbar.htm

https://learn.microsoft.com/en-us/dotnet/api/system.datetime.adddays?view=netframework-4.8.1

double yesterdayBarsAgo = CurrentBar - Bars.GetBar(Time[0].AddDays(-1));

Note, that if there is no bar with this time yesterday, the next available bar is chosen.

To prevent errors, you will need the logic to ensure any barsAgo value used is less than the total number of bars (CurrentBar) and is greater than -1.

https://ninjatrader.com/support/helpGuides/nt8/referencing_the_correct_bar.htm

if (yesterdayBarsAgo + 10 > CurrentBar || yesterdayBarsAgo < 0)
return;

Then you can use for loops to loop over the previous 10 bars.

https://dotnetperls.com/for

for (int barsAgoIndex = yesterDayBarsAgo; barsAgoIndex < yesterdayBarsAgo + 10; barsAgoIndex++)
{
Print(Time[barsAgoIndex]);
}