Extracing H/L for time period on a volume chart

[rsi77]

Hello,

I know how to determine the H/L value for a given time period if I'm use time-based intervals, but is there a way to do this while using a volume-based interval. I'm trying to get these values for use in a custom indicator.

Thanks,

rsi77

[NinjaTrader_Bertrand]

rsi77, have you tried getting the needed values with GetBar()? - http://www.ninjatrader-support.com/H...V6/GetBar.html

[rsi77]

I believe "GetBar" is a more elegant way to do what I'm trying to do than the way I'm doing it now since it would enable me (I think) to call for the values I want only one time at the end of the session rather than keeping track of highs and lows throughout the session, but I have two questions:

1. If I'm using a not time interval which, for example, may span across a specific time frame "edge", e.g. 8:00AM, how can I insure that I get the highest value after or including 8:00AM, but not before. So if my bar starts at 7:58AM and ends at 8:01AM (a volume bar), but I want to start keeping track of the high and lows which occur exactly between 8:00AM and 3:00PM (sharp). How can I get that High and Low value and insure that they didn't occur just before or just after my timeframe?

2. If I do use "GetBar" in the context of a time interval chart, is there an easy way to point to the 8:00AM bar without having to explicitly state the date? Or if I need to explicitly include the date, what is an easy way to retrieve "today's" date so that it can be included in the GetBar statement?

Thanks,

rsi77

[NinjaTrader_Bertrand]

Hi rsi77, unfortunately this is not possible historically what you outline under 1, or you take a really fine granularity and ensure you get the historical timestamps for comparison you need.

In realtime you can use DateTime.Now to check (your PC clock) and then just run a variable saving the needed values when they update.

For the second question, you can work with ToDay() - http://www.ninjatrader-support.com/H...eV6/ToDay.html

[rsi77]

why won't my first indicator work

I thought I was following the format properly, but this indicator returns no values--can you help me???? (I removed the last section of code "#region" because I otherwise couldn't fit this here.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// rsi77 version of pivots which use regular session or globex session HLC for calculation
/// </summary>
[Description("rsi77 version of pivots which use regular session or globex session HLC for calculation")]
public class PivotsRSI : Indicator
{
#region Variables
// Wizard generated variables
private int useRegSession = 1; // Default setting for UseRegSession
private int useGlbxSession = 1; // Default setting for UseGlbxSession
// User defined variables (add any user defined variables below)
double Range=0; //Variable used in calcualtions of pivot point values
double HighD=0; //Variable used in calcualtions of pivot point values
double LowD=0; //Variable used in calcualtions of pivot point values
double CloseD=0; //Variable used in calcualtions of pivot point values
double ppToday = 0;
double s1Today = 0;
double s2Today = 0;
double s3Today = 0;
double r1Today = 0;
double r2Today = 0;
double r3Today = 0;
#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.MenuHighlight ), PlotStyle.Line, "DailyPP"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DailyR1"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DailyR2"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DailyR3"));
Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "DailyS1"));
Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "DailyS2"));
Add(new Plot(Color.FromKnownColor(KnownColor.LimeGreen), PlotStyle.Line, "DailyS3"));
CalculateOnBarClose = true;
Overlay = true;
PriceTypeSupported = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (ToTime(Time[0]) >= 83000 && ToTime(Time[0]) <= 151500)
{
if (ToTime(Time[0]) > 83000 && ToTime(Time[1]) <= 83000)
{
//First we reset variables for a new day
HighD=High[0];
LowD=Low[0];
CloseD=Close[0];
}
if (High[0]>HighD) {HighD=High[0];}
if (Low[0]<LowD) {LowD=Low[0];}
}

if (ToTime(Time[0])>150000 && ToTime(Time[1])<=150000)
{
CloseD=Close[1];
Range = HighD-LowD;
ppToday = (HighD+LowD+CloseD)/3;
s1Today = 2*ppToday-HighD;
s2Today = ppToday-Range;
s3Today = s2Today-Range;
r1Today = 2*ppToday-LowD;
r2Today = ppToday + Range;
r3Today = r2Today + Range;

}

DailyPP.Set((HighD+LowD+CloseD)/3);
DailyR1.Set(r1Today);
DailyR2.Set(r2Today);
DailyR3.Set(r3Today);
DailyS1.Set(s1Today);
DailyS2.Set(s2Today);
DailyS3.Set(s3Today);
}

#region Properties
[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyPP
{
get { return Values[0]; }
}

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyR1
{
get { return Values[1]; }
}

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyR2
{
get { return Values[2]; }
}

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyR3
{
get { return Values[3]; }
}


[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyS1
{
get { return Values[4]; }
}

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyS2
{
get { return Values[5]; }
}

[Browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
public DataSeries DailyS3
{
get { return Values[6]; }
}


[Description("Choose to use regular session H/L/C for calculation")]
[Category("Parameters")]
public int UseRegSession
{
get { return useRegSession; }
set { useRegSession = Math.Max(0, value); }
}

[Description("choose to use Globex session H/L/C for calculation")]
[Category("Parameters")]
public int UseGlbxSession
{
get { return useGlbxSession; }
set { useGlbxSession = Math.Max(0, value); }
}
#endregion
}
}

[NinjaTrader_Bertrand]

Please check this tip here and the little check mentioned to the start of your OnBarUpdate() - http://www.ninjatrader-support2.com/...ead.php?t=3170

[rsi77]

Thanks again!