RTH close volume

[ct]

NT7 scenario:

I have a chart which uses the ETH Session. I want to capture only the RTH close volume.

Question:

The only way I can think to capture this is to hard-code the RTH close time range I want using exchange time. I couldn't figure out a way to get the RTH close time unless I use the RTH session template.

Wasn't sure if there was a better or easier way to do this? It is not difficult I am just not a fan of hard coding so didn't didn't know is a place I can retrieve it from somewhere within Ninja.

Cheers

[NinjaTrader_PatrickG]

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

What interval is your chart? For example, 5 minute, 1 day, 150 tick, 4 range, etc.

[ct]

Patirck

I am connected to continuum. I have a secondary 1 tick added time frame to disassociate from the time frame displayed. I know I can use calculate on bar close = no but it is more bullet proof this way as bar close cannot be forgotten to be set or accidentally set off.

Cheers

[NinjaTrader_PatrickG]

I'd like to make sure I understand what you're trying to accomplish. Please correct me if any of the below is not the case:

You want to have a chart which displays ETH bars
You want that same chart to show RTH volume (what interval? Daily? The same as the primary data series? What is the interval of the primary data series?)

[ct]

Patirck

I want my indicator to capture the ticks of the close without having to hard code those exchange times in the indicator to know which ticks to capture.

I guess a better way to put it is there way to determine the range of another session template definition other than the one you have assigned to the chart? I am guessing "no".

Can I read/retrieve a session template definition?

[NinjaTrader_JessicaP]

Thank you for your question ct. Please bear in mind that NinjaTrader 7 is no longer under active development and any solution we come up with will need to be at the NinjaScript level.

Bars.Session contains information including the beginning and ending times for a session.

http://ninjatrader.com/support/helpGuides/nt7/session.htm

While this is untested and not directly supported and not guaranteed to work in current or future versions of NinjaTrader, Session objects have previously been creatable programmatically via

Session.String2Session("Default 24/7");

Replace Default 24/7 by your session name to check. Please let us know if there are any other ways we can help.

[ct]

Jessica

Duh. Didn't catch your reply straight off.

Going to ask, any rumors on an NT8 conversion tool?

Cheers

ps: like the disclaimer.

[NinjaTrader_JessicaP]

I am happy to help. I am testing the solution I provided in post #5 and will return shortly with a code sample for NT7 that should allow us to programmatically test for session beginning and end by session name, using ETH and RTH as an example.

With respect to conversion tools, an attempt was made when Ninja 8 was in Beta to create such a tool, and this attempt can be found here.

http://ninjatrader.com/support/forum/showthread.php?t=79551

It is likely that the author of this tool or some of the other forums members who collaborated can be reached via private message.

[ct]

Jessica

I have said it before and will say it again you are a star!

Cheers

[NinjaTrader_JessicaP]

Attached is a code sample that should do something like what you are describing. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained.

[ct]

Jessica

It works perfectly and just what I requested. Unfortunately I discovered in my testing most contracts close out at the end of open out cry not the actual session end time but I can just adjust the extracted RTH time by 15 minutes. So it still works just fine.

Cheers