Session Template for indictor

[ct]

Is there a way to apply a different session template to an indicator on a chart other than to use the chart session template?

The only way i could think of is to have a chart template that has a wider time range and filter only the time range I want in the indicator. I thought I would ask to see if there is an easier way I didn't know about.

I could add a second data series but then need to communicate between the two sessions indicators which looked messy at first glance. I don't think I can specify the session template on an "ADD " additional time frame.

If I have to manually filter the data feed which is what I think I will need to do can "Read" a session template in an indicator to get the time parameters?

[Harry]

You can create a session template with several subsessions. Then let the indicator detect the subsessions and retrieve the required data.

I have used this concept to calculate RTH pivots and RTH VWAP on an ETH chart. For that purpose, I have subdivided the ETH template into the night session, the regular session and the evening session.

What do you try to achieve exactly?

[NinjaTrader_PatrickH]

Hello CT,

Thank you for your post.

There is no method to set the Session Template for the secondary and additional data series added to the code.

Thanks to Harry for providing a possible solution for this item.

[ct]

Harry

Thanks for the reply. I was trying to do some comparison analysis using ETH vs RTH on my own version of a VWAP. Was trying to do something similar to you. Interesting.

I understand what you have done. How do you detect the break or start of a sub-session? Do you get multiple first bar of session signals?

[koganam]

You can create a session template with several subsessions. Then let the indicator detect the subsessions and retrieve the required data.

I have used this concept to calculate RTH pivots and RTH VWAP on an ETH chart. For that purpose, I have subdivided the ETH template into the night session, the regular session and the evening session.

What do you try to achieve exactly?

Very neat, creative solution. Thanks.

[Harry]

Harry

Thanks for the reply. I was trying to do some comparison analysis using ETH vs RTH on my own version of a VWAP. Was trying to do something similar to you. Interesting.

I understand what you have done. How do you detect the break or start of a sub-session? Do you get multiple first bar of session signals?

The VWAPs and TWAPs that I have coded are available here:

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/674-download.html?view

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/974-download.html?view

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/1367-download.html?view

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/934-download.html?view

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/1366-download.html?view

https://www.bigmiketrading.com/download/ninjatrader-7/indicators/1368-download.html?view

Free downloads are available for elite members. Otherwise you can also send me a private message with your e-mail, and I will send them directly to you.

The indicators use recursive algorithms for low CPU load. The VWAPs and TWAPs can be displayed as ETH , RTH or starting with an anchor point that can be individually selected vai an offset (offset = difference between anchor time and start of the trading day).

The first chart shows the free version of the indicator, the second chart shows a commercial version of the VWAP with a lot of options added.