Checking MAX over the day session

[imalil]

I've been using SMA, MAX, MIN, SUM to try to get a result I'm looking for. It's not working, so here's my question:

If my formula calculates a max value of 10 for a bar (after the 8:30 day session start), is there a way to signal if I get a value >= 10 for a subsequent bar? Regardless of how many bars later the next bar that signals 10 occurs?

In other words, is there a way to look back all the way to the opening of the day session--8:30am--to see if my current bar's value is >= the max value calculated (which happened to be 10 in my example)?

SMA, MAX, MIN, SUM use a period that trails the market. I want that period to always go back to the start of the day session. (Or, I want that period to always go back to the same bar.)

I hope I'm being clear.

Is there a way to do this?

Thank you for the help.

[NinjaTrader_ChelseaB]

Hello imalil,

You can use a for loop from 0 to CurrentBar minus 1 to loop through all of the bars.

for (int index = 0; index < CurrentBar - 1; ++index)
{
Print(Time[index]);
}

You could save the bar number of the first bar of the session and then loop back to CurrentBar minus that bar number (to get a barsAgo number).

Below is a public link to a 3rd party educational site on for loops.

https://www.dotnetperls.com/for

[imalil]

Thanks for this. Couple questions:

what state do I use this? This is all new to me.

When you say "You could save the bar number of the first bar of the session and then loop back to CurrentBar minus that bar number (to get a barsAgo number)." This is what I want but I don't know how to do it. Could you give an example?

Thank you.

[NinjaTrader_JoshG]

imalil,

You would use Chelsea's sample inside OnBarUpdate() and you could save the first bar of the session and convert it to a BarsAgo value by doing something similar to the following.

private int firstBar, barsAgoValue;
protected override void OnBarUpdate()
{            
    if(Bars.IsFirstBarOfSession)
        firstBar = CurrentBar;
    barsAgoValue= CurrentBar-firstBar;
}

You could also just use BarsSinceNewTradingDay to get the BarsAgo of the new trading day.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?barssincenewtradingday.htm

[imalil]

Thank you, I'll work on this.