How to read the previous day?

[Uwe1981]

Hi there :-) I have a question: I need to the value from the highest (and lowest) closed bar on a 10-Min-Timeframe of the previous day, as you can see in the picture (value at the red line). How can I do this? It should be independent of starting time on the current day, the best would be if it looks back by date. Thank you for help.
Uwe

[NinjaTrader_Jesse]

Hello Uwe1981,

There is a great example on getting Prior day data included with Ninjatrader. If you go to Tools -> Edit Ninjascript -> Indicator
Look for the PriorDayOHLC indicator.
This has all the Time references and shows how they are used; I think it would be a great resource to take a look at

You could then implement a MIN() and MAX() to determine the highest and lowest from the data series.

You may also want to use the Bars.FirstBarOfSession to find if the bar is the first bar of a session. here is more information on that.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?firstbarofsession.htm

Here is Reference to the MIN and MAX methods

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?minimum_min.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?maximum_max.htm

Here are a couple of links to the ToDay and ToTime methods,

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?today.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?totime.htm

Please let me know if I may be of further assistance

[Uwe1981]

Hi Jesse and thank you. I think that the PriorDayOHLC indicator isn't usefull because he returns the "touched" high, not the closed high. Maybe MIN/MAX with a while-loop could be the answer.

But there still is the problem with the date. I will try to describe it once again. Today we have 12.04.2014. If I'm starting up now my strategy, the programm should read out and compare every bar from the 10-min yesterday's chart. I would do this in a loop. But I need some parameters like bar-timestamps to discover where yesterday begins and where it ends. The read xx BarsAgo wouldn't work because it describes a range of quantity and in this case the programm must start and read at 0:01 to get the full and right range. If I would start up on 9:00 it would read from 9:00 yesterday to 9:00 today.

I think the easiest way would be to read out the bar-timestamps, searching back for the "yesterday 0:00" in a while loop and from there read out the range in a second while-loop (if date = 20140411 && time < 23,5,0 ) for example. But how can I get informations of date and time of a bar to control the loops?

Greetings
Uwe

[NinjaTrader_Jesse]

Hello Uwe1981,

Thank you for clarifying your question. Here is what I have come up with for your example.

I have used the ToDay and ToTime methods to:
Check if the current bars date that is being processed is from yesterday using a time stamp.
If the bar is from yesterday, check if it is between a range of hours

When you use the ToDate() or ToTime() methods, it returns a INT value of the date E.X.: 04/14/2014 would be 20140414 as a INT.

int yesterday = ToDay(DateTime.Now.AddDays(-1)); 
// Gets yesterdays date based on what day it is currently.

if (ToDay(Time[0]) == yesterday) // checks if current bars date is equal to yesterdays date
{
  if (ToTime(Time[0]) >= 90000 && ToTime(Time[0]) <= 230500) // checks if the current time is between a range
  {
    // Logic goes here
  }
}

You can do as you said in your example too

if (ToDay(Time[0]) == yesterday && ToTime(Time[0]) <= 230500)
{
//Logic here
}

Please let me know if I may be of further assistance.