Analyzer questions

[Turtle Trader]

1) What is the value that shows up in Market Analyzer column for a custom indicator? Is there a way I can set this value?

I use 24/7 session templates for everything....my charts show the session boundary at Midnight, New York, which is what I want.

It appears that the Market Analyzer DailyVolume column does not use this template, but that the Market Analyzer DailyHigh and DailyLow do.

2) is that true?

3) Does that also apply to OnMarketData() values? Does it apply my chosen session or some other criteria?

3) I want to make a simple indicator that reports the Daily Range on a dynamic basis...it would need to reset to zero at the 24/7 session boundary. (midnight, New York) Is there some simple code to do this?

If OnMarketData observed the 24/7 template it would be simple.

I would also like to have DailyVolume (starting at midnight, New York) but it appears that neither Time and Sales nor Market Analyzer uses the 24/7 template I set.

Please advise, thank you.

[NinjaTrader_ChelseaB]

Hi Turtle Trader,

The value that shows in the Market Analyzer column for an indicator is the selected Plot parameter.

This can be set in the indicator with Values[int plot index].Set(double);

Your assessment with the DailyVolume is correct. The DailyVolume column data is received directly from the exchange.
This is a MarketDataType (MarketDataType.DailyVolume).

The volume represented on a chart will depend on your data provider.
Kinetick using the VOL indicator on a chart will match what is in the daily volume.
However, other data feeds may be filtering non-last-trade-qualifying trades.

Below is a link to another forum post that goes into further depth about this.
http://www.ninjatrader.com/support/f....php?t=64915#2

If you would like the volume to match, use the VOL indicator in the Market Analyzer with 1 Day as the Value | Type in Data series, or 1440 Min. This will use the historical data from the provider instead of the data from the exchange.


To determine the first bar after a session break use the Bars.FirstBarOfSession bool.
http://www.ninjatrader.com/support/h...rofsession.htm