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Using pervious day data

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    Using pervious day data

    I would like to take the average of all bar medians from 9:30 AM to 4:00PM of the previous day.

    How can this be done?

    Thank you!

    #2
    Maciek, you could for example run a SMA over the bars of the session as length (Bars.BarsSinceSession) - and use it's value calculated on your 4PM bar.

    An alternate approach would be a custom calculation via looping through the session bars of the prior day.
    BertrandNinjaTrader Customer Service

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      #3
      I am interested in the custom calculation via looping through the session bars of the prior day. This sounds like what I am looking for. Do you guys have any references or examples I can see regarding this approach?

      Thank you!

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        #4
        Unfortunately I would not have sample code to point you to for this task, however a basic introduction to looping commands in C# (which NinjaScript is based on) could be reviewed here - http://www.ninjatrader.com/support/h...g_commands.htm

        If you're not a programmer than working with the SMA over the session bars length would likely be easier.
        BertrandNinjaTrader Customer Service

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