Find the High and Low every 15 minutes

[calmsoul]

i need to create an indicator which can find the high and low every 15 minutes

[NinjaTrader_RyanM1]

Hello calmsoul,

We have a reference sample that is close to this:
Indicator: Calculating the highest high or lowest low for a specified time range

[calmsoul]

code

thank for your quick response i have been using that as reference i am stuck where my highs and lows are not getting populated. Below is the code i have. Any idea why high and lows are not printing

time = DateTime.Now; // get the current time
// condition if time <15

if (time.Minute<15){ // check if time is less than 15 minutes

startHour = time.Hour; // Default setting for StartHour
Print("condition is less than 15");
Print("Current hour is:" + time.Hour);
startMinute = 00; // Default setting for StartMinute
endHour = time.Hour; // Default setting for EndHour
endMinute = 15; // Default setting for EndMinute
if (ToTime(EndHour, EndMinute, 0) > ToTime(time))
return;
else {
calculatesr(StartHour, StartMinute, EndHour, EndMinute);
}

[calmsoul]

Calculatesr function

//below is the calculatesr function

publicvoid calculatesr(int StartHour, int StartMinute, int EndHour, int EndMinute)
{
if (startDateTime.Date != Time[0].Date)
{
startDateTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, StartHour, StartMinute, 0);
endDateTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, EndHour, EndMinute, 0);
}

Print("start hour in function is" + StartHour);
Print("start minute in function is" + StartMinute);
Print("end minute in function is" + EndMinute);

// Calculate the number of bars ago for the start and end bars of the specified time range
int startBarsAgo = GetBar(startDateTime);
int endBarsAgo = GetBar(endDateTime);

double highestHigh = MAX(High, startBarsAgo - endBarsAgo)[endBarsAgo];

double lowestLow = MIN(Low, startBarsAgo - endBarsAgo)[endBarsAgo];

// Set the plot values
HighestHigh.Set(highestHigh);
LowestLow.Set(lowestLow);



}

[NinjaTrader_RyanM1]

That reference sample is useful for making these types of calculations every day. If you only care about the last 15 minutes(Compared to CurrentTime), you can simplify a bit.

Use GetBar to get the bars ago value for 15 minutes ago and plug that in for your barsago parameter in MIN and MAX.

int fifteenMinutesAgo = GetBar(DateTime.Now.AddMinutes(-15));
double myHigh = MAX(High, fifteenMinutesAgo)[0];

This will only return useful values for the most recent 15 minutes. Prior to that, any value return is the individual bar highs and lows.

[calmsoul]

thanks for your referece. I want to capture high and lows within an hour every 14 minutes for example between 9 and 10 i want the following:

9:00-9:15
9:15:9:30
9:30-9:45
9:45-10

[NinjaTrader_RyanM1]

I see - you want a rolling 15 minute high / low. You'll will want to use Time[0] instead of DateTime.Now. This captures the bar time stamp, not your computer date / time.


int fifteenMinutesAgo = GetBar(Time[0].AddMinutes(-15));
double myHigh = MAX(High, fifteenMinutesAgo)[0];

[bowas]

I am looking for this type of indicator but I do not understand how you guys program to achieve it. Do you have a completed indicator available for download? I like the 15 minute TF and would like to have H/L appear on a continuous rolling basis.
thank you

[NinjaTrader_Bertrand]

bowas, we would unfortunately not have this completed as a sample study, you would need to code it out yourself with the snippet as starting point that Ryan provided - http://www.ninjatrader.com/support/h...indicators.htm

[smartguy]

need help with simple plotting indicators

i need to create an indicator which can find the high and low every 15 minutes

I am looking for something that will do this also. Any help is appreciated. While I am at it, I also would like an indicator that will draw a vertical line every "x" bars also. i.e. a vertical bar every 15 1 minute bars. I am looking for both a vertical plot to divide trading into 15 bar (1 minute bars) increments, and an indicator that will draw a horizontal line at the highest high and lowest low of "x" period bars. Trying do get small breakouts of small parts of day. Thanks in advance. I use v 6.5

[NinjaTrader_Austin]

smartguy, you can draw vertical lines using the DrawVerticalLine() method. You could draw this every 15 minutes (starting on the hour), like this:

if (Time[0].Minute % 15 == 0)
    DrawVerticalLine("vert line" + CurrentBar, 0, Color.Black, DashStyle.Solid, 2);

This code takes the minute component of the current bar's time, divides it by 15, and if the remainder is 0, then it draws the line.

[smartguy]

thanks to begin with

I want to begin by thanking your for responding and offering your help. I hate to seem stupid, but how do I make that in to an indicator- I tried "creating indicator" and copy pasting this in- no luck- I am capable of importing or copy pasting an already created .cs file if you could help me with that I would be very appreciative. Thanks in advance

smartguy, you can draw vertical lines using the DrawVerticalLine() method. You could draw this every 15 minutes (starting on the hour), like this:

if (Time[0].Minute % 15 == 0)
    DrawVerticalLine("vert line" + CurrentBar, 0, Color.Black, DashStyle.Solid, 2);

This code takes the minute component of the current bar's time, divides it by 15, and if the remainder is 0, then it draws the line.

[NinjaTrader_RyanM1]

smartguy,

You should be able to create a custom indicator from this snippet.

Click Tools > New NinjaScript > Indicator
All defaults are acceptable. Click Next through the wizard until you get to the code view.
Place the snippet so that it falls in-between the two curly bracket { } of OnBarUpdate(), like this:

 protected override void OnBarUpdate()
 {
	if (Time[0].Minute % 15 == 0)
 	DrawVerticalLine("vert line" + CurrentBar, 0, Color.Black, DashStyle.Solid, 2);
 }

There is one property you might want to change in Initalize()
Overlay = true; //means the indicator is placed on the main price panel

You also don't need a plot value so you can delete or comment the line that sets the plot.

[smartguy]

thank you

thank you for your kindness. Now how do I make it display all the way up and down panal 1 (price) rather then only on the price bar. I think it probably has something to do with the code calling for black and I use a black chart background, but when I tried to change the color in the code it won't compile, and if I stipulate a color in the indicator, it doesn't change color. I am sure it is something very simple, but I am just not up to speed in the ninja coding language.

smartguy,

You should be able to create a custom indicator from this snippet.

Click Tools > New NinjaScript > Indicator
All defaults are acceptable. Click Next through the wizard until you get to the code view.
Place the snippet so that it falls in-between the two curly bracket { } of OnBarUpdate(), like this:

 protected override void OnBarUpdate()
 {
    if (Time[0].Minute % 15 == 0)
     DrawVerticalLine("vert line" + CurrentBar, 0, Color.Black, DashStyle.Solid, 2);
 }

There is one property you might want to change in Initalize()
Overlay = true; //means the indicator is placed on the main price panel

You also don't need a plot value so you can delete or comment the line that sets the plot.

[40Below]

I see - you want a rolling 15 minute high / low. You'll will want to use Time[0] instead of DateTime.Now. This captures the bar time stamp, not your computer date / time.


int fifteenMinutesAgo = GetBar(Time[0].AddMinutes(-15));
double myHigh = MAX(High, fifteenMinutesAgo)[0];

Instead of a rolling time period, how does one make it a 15 minute time period. Like 9:00 to 9:15, 9:15 to 9:30, etc?

Seems like calmsoul's original question has not been addressed: "i need to create an indicator which can find the high and low every 15 minutes"