prevoius week HL on smaller TF chart

[td_910]

Hi,

I'm trying to show previous weeks H/L on a 5min chart.
All charts are done in market replay.

This is how the indicator should print (H/L of ONE week ago)
http://screencast.com/t/klhdydlvZ1Cd

This is what I get after a couple of bars on Monday. The HL is from TWO weeks ago.
http://screencast.com/t/wvzpai76He

If I press F5 to reload the NT script and start replay again I get this
http://screencast.com/t/363ZL65IjOA
The levels are ok again.

What is wrong here. I'm attaching the indicator for review.
I really would appreciate a clarification here.

Thomas

[NinjaTrader_Matthew]

I believe this has to do with the BIP and CurrentBars error handling you are using.

I have simplified your script to only check for BIP on the main series and to only return if there is less than 1 Weekly bar.

After running this on market replay, I did not have to reload NinjaScript in order to update these values. Please let me know if this does not work the same for you.

protected override void OnBarUpdate()
        {
			
			if (BarsPeriod.Id == PeriodType.Minute && BarsPeriod.Value > 5) return;
			if (BarsInProgress == 0)
			{
			
				bool showHLCY = true;
				if(CurrentBars[1] < 1) return;
			
				if (showHLCY==true)
				{
					PriorWeekHigh = Highs[1][1]; PriorWeekLow = Lows[1][1];
					int BarsBack = 5*81;
					if (Time[0].DayOfWeek == DayOfWeek.Monday)		BarsBack = 5*81;
					if (Time[0].DayOfWeek == DayOfWeek.Tuesday)		BarsBack = 6*81;
					if (Time[0].DayOfWeek == DayOfWeek.Wednesday)	BarsBack = 7*81;
					if (Time[0].DayOfWeek == DayOfWeek.Thursday)	BarsBack = 8*81;
					if (Time[0].DayOfWeek == DayOfWeek.Friday)		BarsBack = 9*81;
					DrawLine("PriorWeekHigh", false, Bars.BarsSinceSession+BarsBack, PriorWeekHigh, -3, PriorWeekHigh, Color.Red, DashStyle.Dash, 2);
					DrawText("PriorWeekHighText", false, "H1W", -5, PriorWeekHigh-2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
					DrawLine("PriorWeekLow", false, Bars.BarsSinceSession+BarsBack, PriorWeekLow, -3, PriorWeekLow, Color.Red, DashStyle.Dash, 2);
					DrawText("PriorWeekLowText", false, "L1W", -5, PriorWeekLow+2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
				}
				
			}

[td_910]

Matthew, Thanks for your reply.

I added this line within the BIP==0 condition "if(CurrentBars[0] < 2000) return; " because of the lines I draw in the script.

This is what I get if I connect to Vision - again H/L of TWO weeks ago:
http://screencast.com/t/QcjzLTpn

Market Replay produces this and I have to restart NT:
http://screencast.com/t/C0syI5uY

        protected override void OnBarUpdate()
        {
            
            if (BarsPeriod.Id == PeriodType.Minute && BarsPeriod.Value > 5) return;
            
            if (BarsInProgress == 0)
            {
            
                bool showHLCY = true;
                
                if(CurrentBars[1] < 3) return;
                if(CurrentBars[0] < 2000) return;
            
                if (showHLCY==true)
                {
                    PriorWeekHigh = Highs[1][1]; PriorWeekLow = Lows[1][1];
                    int BarsBack = 5*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Monday)        BarsBack = 5*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Tuesday)        BarsBack = 6*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Wednesday)    BarsBack = 7*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Thursday)    BarsBack = 8*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Friday)        BarsBack = 9*81;
                    DrawLine("PriorWeekHigh", false, Bars.BarsSinceSession+BarsBack, PriorWeekHigh, -3, PriorWeekHigh, Color.Red, DashStyle.Dash, 2);
                    DrawText("PriorWeekHighText", false, "H1W", -5, PriorWeekHigh-2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
                    DrawLine("PriorWeekLow", false, Bars.BarsSinceSession+BarsBack, PriorWeekLow, -3, PriorWeekLow, Color.Red, DashStyle.Dash, 2);
                    DrawText("PriorWeekLowText", false, "L1W", -5, PriorWeekLow+2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
                }
                
            }

        }

[NinjaTrader_Joydeep]

Hello td_910,
Thanks for your note and I am replying for Matthew.

Unfortunately I cannot replicate the error.

Can you please tell me a step-by-step procedure to replicate the scenario.

Also please make sure you have enough replay/historical data.

I look forward to assisting you further.

[td_910]

Hi Joydeep,

this is the code I use:

        protected override void Initialize()
        {
            Add(PeriodType.Week, 1);
            CalculateOnBarClose    = false;  Overlay = true;  PriceTypeSupported = false;  ZOrder = 600;
            AutoScale = false;
        }

        protected override void OnBarUpdate()
        {
            
            if (BarsPeriod.Id == PeriodType.Minute && BarsPeriod.Value > 5) return;
            
            if (BarsInProgress == 0)
            {
            
                bool showHLCY = true;
                
                if(CurrentBars[1] < 5) return;
                if(CurrentBars[0] < 2000) return;
            
                if (showHLCY==true)
                {
                    PriorWeekHigh = Highs[1][1]; PriorWeekLow = Lows[1][1];
                    int BarsBack = 5*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Tuesday)        BarsBack = 6*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Wednesday)    BarsBack = 7*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Thursday)    BarsBack = 8*81;
                    if (Time[0].DayOfWeek == DayOfWeek.Friday)        BarsBack = 9*81;
                    DrawLine("PriorWeekHigh", false, Bars.BarsSinceSession+BarsBack, PriorWeekHigh, -3, PriorWeekHigh, Color.Red, DashStyle.Dash, 2);
                    DrawText("PriorWeekHighText", false, "H1W", -5, PriorWeekHigh-2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
                    DrawLine("PriorWeekLow", false, Bars.BarsSinceSession+BarsBack, PriorWeekLow, -3, PriorWeekLow, Color.Red, DashStyle.Dash, 2);
                    DrawText("PriorWeekLowText", false, "L1W", -5, PriorWeekLow+2*TickSize, 0, Color.Red, new Font ("Arial", 10), StringAlignment.Center, Color.Empty, Color.Empty, 0);
                }
                
            }

        }

I switched the time frame to weekly before attaching the indicator.
http://screencast.com/t/1I7bkrlc

This is what I get, if I attach it to the same chart (today's live chart with RTH session template)
http://screencast.com/t/gP3ScrA9w

The blue lines show the proper levels.

I have replay data reaching back to 6/8.

Cheers

Thomas

[NinjaTrader_Joydeep]

Hello td_910,
The attached screenshot depicts what I get if I am not connected to my data feed (i.e. bars are evaluated only on historical bars) and when I am connected to my data feed.

When you are not connected then the most recent weekly bar is never evaluated. This is because the bars array in the primary series are built first, and the secondary bars are then built subsequently. You are filtering your code with the BarsInProgress property (rightly so). However the primary series never gets triggered once the LAST weekly bar forms and thus your code never gets evaluated for the latest weekly bar.

Once you get connected this anomaly gets rectified (as the primary bar series gets updated again).

Please refer to our help guide to know more about how the bars are referenced etc
http://www.ninjatrader.com/support/h...nstruments.htm

[td_910]

You mean this line is the cause:

if (BarsPeriod.Id == PeriodType.Minute && BarsPeriod.Value > 5) return;

Originally Posted by NinjaTrader_Joydeep

Hello td_910,
The attached screenshot depicts what I get if I am not connected to my data feed (i.e. bars are evaluated only on historical bars) and when I am connected to my data feed.

When you are not connected then the most recent weekly bar is never evaluated. This is because the bars array in the primary series are built first, and the secondary bars are then built subsequently. You are filtering your code with the BarsInProgress property (rightly so). However the primary series never gets triggered once the LAST weekly bar forms and thus your code never gets evaluated for the latest weekly bar.

Once you get connected this anomaly gets rectified (as the primary bar series gets updated again).

Please refer to our help guide to know more about how the bars are referenced etc
http://www.ninjatrader.com/support/h...nstruments.htm

[NinjaTrader_Joydeep]

Hello td_910,
No, the code is fine.

It is how Bars Array are called in an multi-series NinjaScript code that matters

Say you are watching a minute chart then the OnBarUpdate event is processed as such:

All the Minute bar (from week start to week end) is updated (you codes gets evaluated here)
One weekly bar gets updated
All the Minute bar (from week start to week end) is updated (you codes gets evaluated here)
One weekly bar gets updated
.....
{in the last week}
All the Minute bar (from week start to week end) is updated (you codes gets evaluated here)
One weekly bar gets updated (the weekly bar is not evaluated by your code).


The last weekly bar series never gets updated when you are NOT connected to your data feed provider.