Average Daily Range on a 5mn chart

[Jean-Marc-Molina]

Hi,

I am looking for an indicator that displays the Standard Moving Average X periods of the Daily Range (High-Low) in a x minutes chart. Has anybody already coded such an indicator?

Thanks.

JM

[NinjaTrader_Ben]

Hello,


Multi-timeframes are not supported in indicators generally, however because you are calculating daily data you can access the CurrentDayOHL() indicator and calculate it with those values.

Here is a link that may help:

http://www.ninjatrader-support.com/HelpGuideV6/CurrentDayOHL.html

[Jean-Marc-Molina]

Thank you

Thank you Ben. Just wondering:

Let's imagine it is 10 am and I have 5mn bar chart :

if
CurrentDayOHL().CurrentLow[0]
is the current day low at 10 am

then

CurrentDayOHL().CurrentLow[1]
is the current day low
at 9:55am, right?

If so, how can I get the low of the day before?

Thank you.

[NinjaTrader_Ben]

Hello,



Use PriorDayOHLC() to get yesterdays:

http://www.ninjatrader-support.com/HelpGuideV6/PriorDayOHLC.html

[Jean-Marc-Molina]

Thank you

I need the Average range for the last 14 days. I'll try to use these routines.

[NinjaTrader_Ben]

Hello,


You will want to do something like this:

PriorDayOHLC().PriorLow[GetBar(new DateTime(2008, 9, 30, 9, 0))]

You will need to keep changing the integers.

Here are some links that will help:

http://msdn.microsoft.com/en-us/library/system.datetime_properties(VS.71).aspx

http://www.ninjatrader-support.com/HelpGuideV6/GetBar.html

This link has an example on how to use DateTime():

http://www.ninjatrader-support.com/vb/showthread.php?t=8600

[Jean-Marc-Molina]

I believe I now have what I need to proceed. Thank you very much Ben.

[hanlen]

How to decrement DateTime

Hi Ben, I need this function too, and I am dazed and confused learning .NET for the first time.

Any chance you could suggest an intelligent way to change the integers without ending up with negative numbers? Or trying to guess the days in a month, etc?

I mean, your examples and links are great, but I'm just confused by the constraints of going backwards. I'm sorry if the examples contain the explanation and I just can't see it...

And the .NET docs are not really ringing a bell. The Today and Now properties are great, but how do you ask for Yesterday?

Sorry again if it's obvious...

[hanlen]

I think this what I was after

I guess this is the answer to how to decrement DateTime:

DateTime yesterday = DateTime.Now.AddDays( -1 );

Sadly, I won't have time to test this for a week or so, but it's legit .NET so I expect it will work.

Thanks !

[hanlen]

A simplification?

In my naivete I thought that PriorDayOHLC was a method that referred to a trading day. I now believe it refers only to a session.

If that's the case, I would record here Raymond Deux's initial suggestions that may be simpler for some cases:

http://www.ninjatrader-support.com/HelpGuideV6/GetSessionBar.html

I hope someone finds this useful