Prior Day Value Area High/Low Indicator for strategies

[NorwegianCat92]

Hello Everyone,

I hope my message finds you well. I would like to ask you if there is an indicator which I can access in Ninjascript or Strategy builder, that displays POC, VAH, VAL of the prior day?
I am struggling to find one.

Thank you very much

[NinjaTrader_Jesse]

Hello NorwegianCat92,

I am not personally aware of an item like that, you can search on the user app share to see if any users have uploaded items like that. If any other forum members know of a item like that for NinjaScript use they will post here.

[NorwegianCat92]

Thank you for your support as always Jesse.

I wanted to ask you, if it is possible to access in any way the VWAP value of the prior day. The value of the last bar, or the value of the CME RTH closing bar.
I know I can access the values of VWAP of the current day, but I wanted to ask you if it is possible to access also the prior day closing value.

Thank you for your support Jesse.

[NinjaTrader_Jesse]

Hello NorwegianCat92,

For volumetric data that can be accessed you can subtract the number of bars that would be from the CurrentBar to get that value. The volumetric series uses CurrentBar index to access data rather than a bars ago. For the VWAP you can use a number of bars ago to get data from previous days. For items like POC which are not currently accessible in NinjaScript I couldn't make any suggestion on those.