CurrentDayOHL to get NetChange since Open

[vishalct]

Hi,

I have coded a simple indicator to display the 'net change since open' for my instruments in Market Analyzer. Below is the code I have in OnBarUpdate.

double myOpen = CurrentDayOHL().CurrentOpen[0];
double percentChange = Math.Round(((Close[0] - myOpen) / myOpen) * 100, 2);
PC.Set(percentChange);


The issue I am having with the use of the CurrentDayOHLindicator is that the value returned by CurrentDayOHL().CurrentOpen[0] is the value of the Open at the time when the Market Analyzer is started. So, if I start the Analyzer at 10EST, then the value of the open is the value at 10EST and not 9:30EST.

If I refresh the analyzer, the value of myOpen becomes the value of Open at the time the refresh is done.

I thought the value returned by CurrentOpen would be static - Open of the day. What is the right way to use this indicator in MA.

thanks

[NinjaTrader_CalH]

Hi Vishalct,

Thank you for posting.

CurrentDayOHL will return the current sessions OHL. However, if those values change it will grab the current Open, High and Low from the current time, not necessarily the first bar of the session/day.

If you are looking to get the opening bar of the session you can use Bars.FirstBarOfSession to be able to grab that data and use it for your indicator.

See the link below on the Bars.FirstBarOfSession
http://www.ninjatrader.com/support/h...rofsession.htm

Let me know if I can be of further assistance.

[vishalct]

Well, Bars.FirstBarOfSession has the same issue. If the list gets refreshed for some reason then the Open price becomes the Open price at the time of refresh. You can try below code at your end -

if (Bars.FirstBarOfSession)
myOpen = Open[0];
double percentChange = Math.Round(((Close[0] - myOpen) / myOpen) * 100, 2);
NC.Set(percentChange);

Add the indicator to the Market Analyzer, let it run for a few minutes then do 'Reload Ninjascript'. After the refresh the value of the indicator will get reset.

[NinjaTrader_CalH]

Hi Vishalct,

What kind of data you using for the indicator? E.G. Tick, minute, day?

Please be aware that the Marker Analyzer will load 50 bars back by default. E.G. if you load a 1 minute data it will only look 50 minutes back.

[vishalct]

Got it now. My # of bars lookback was set to 1. That was the issue.
Thanks