Drawing asian session range lines

[agilek]

Hello guys,
I want to make indicator that draw asian session(0:00 - 8:00) range lines. One line for highest high in session, another line for lowest low. I want the lines to continue to the end of the day. And I want them to draw for every day in loaded data, not just current day.

So I need to loop through historical data somehow, find the price levels, somehow find last candle of day and draw line.
I have been looking through documentation, but didnt find suitable methods or approaches.
Can you guys give me approach how to implement this and suitable methods to use?

Thanks

[NinjaTrader_Kate]

Hello,

Thank you for your post.

To clarify, is this intended for forex use? Would you be calculating the lines and drawing them over just that session from 0:00 to 8:00 or over the full trading day, just calculating the highest high and lowest low of that session after 8:00?

Are you using time based charts? What interval are you using for the chart?

Thanks in advance; I look forward to assisting you further.

[agilek]

It is intended to work for forex, indexes and futures. Does it matter?

It should draw on every timeframe you open, doesn't matter if you use 1 minute chart or daily, or hourly, you should always see the lines. (It would be nice if it worked also for tick or volume chart, but that's not really necessary.)

What is important is also that it detects the session on every day in loaded data, so you could just move chart to left and you would see the lines in every day, not just the actual day.

Basically after 8:00 the range for day is finished and there is no need to calculate it for that day again.

I am new to ninjatrader indicator development, so I don't really know what approach to use and how to implement it, I have programming skills though.

How do I loop all loaded data from the oldest bar to newest? Or should I use another approach?

I hope I clarified it.

[NinjaTrader_Kate]

Hello agilek,

Thank you for your reply.

I've created a relatively simple example indicator that should work in most scenarios. Basically, I have added a 1 minute additional data series to an indicator, and we have user inputs for the Start time and End time set to 0:00 and 08:00 respectively. At 8 am, we use MIN() and MAX() to get the lowest low and highest high. After 8 am passes, a line is drawn at the highest high and lowest low prices between the start time and current time of day. This repeats on each day. The lines are drawn using times and not bars ago indexes so we don't have to deal with figuring out how many bars ago to draw on the primary series.

Please let us know if we may be of further assistance to you.

[agilek]

Thanks it works great! This is exactly what I had in mind. But it doesn't seem to work for example on ES 09-21, why is that?

So OnBarUpdate method is called on every loaded bar(even in past)? I thought it is only for new bars...

[NinjaTrader_Kate]

Hello agilek,

Thank you for your reply.

I'm seeing it work on that particular instrument:



I'm in the Mountain Time Zone and am wondering if a time zone issue may be why you're not seeing it on these - what is your time zone so I may test to see if that makes a difference?

And yes, OnBarUpdate will be called once for each historical bar before the script reaches real time data.

Thanks in advance; I look forward to assisting you further.

[agilek]

I am in Europe, so I have Central European Summer Time(UTC+2) right now, in winter it is UTC+1.

[NinjaTrader_Kate]

Hello agilek,

Thank you for your reply.

The break between each session for the ES 09-21 would occur between 23:01 and 0:00 - the first bar of the new session would be the bar closing at 0:01. Try changing the start time to 12:01 AM and you should see it work on futures.

Please let us know if we may be of further assistance to you.

[agilek]

12:01 works incorrectly, but 0:01 seems to work, thanks

[agilek]

May I have another question?
I am trying to draw a text at the end of the line.

this is the code:

if(Times[1][0].TimeOfDay > _endDateTime.TimeOfDay)
{
Draw.Line(this, TodayEndBar.ToString()+"High", false, TodayStart, HighestHigh, Times[1][0], HighestHigh, L100.Brush, L100.DashStyleHelper, (int)L100.Width);

int barsAgo = CurrentBar - Bars.GetBar(Times[1][0]);
Draw.Text(this, TodayEndBar.ToString()+"High"+"Label", "High", barsAgo, HighestHigh);

Draw.Line(this, TodayEndBar.ToString()+"Low", false, TodayStart, LowestLow, Times[1][0], LowestLow, L0.Brush, L0.DashStyleHelper, (int)L0.Width);
}

But when I add the Draw.Text method, it stops drawing the lines. The indicator just shows Calculating..
Thanks

[NinjaTrader_Kate]

Hello agilek,

Thank you for your reply.

The following works pretty well for me, though you might want to increase the bars ago it draws at so it's not overrunning the line:

Draw.Line(this, TodayEndBar.ToString()+"High", false, TodayStart, HighestHigh, Times[1][0], HighestHigh, Brushes.Green, DashStyleHelper.Dash, 2);
Draw.Text(this, TodayEndBar.ToString()+"HighLabel", "High: " + HighestHigh, 0, HighestHigh + (2 * TickSize), Brushes.Green);
Draw.Line(this, TodayEndBar.ToString()+"Low", false, TodayStart, LowestLow, Times[1][0], LowestLow, Brushes.Red, DashStyleHelper.Dash, 2);
Draw.Text(this, TodayEndBar.ToString()+"LowLabel", "Low: " + LowestLow, 0, LowestLow + (2 * TickSize), Brushes.Red);

Please let us know if we may be of further assistance to you.

[agilek]

Thanks a lot.
I have another problem. I have Stroke as a user input property that user can configure, so user can configure color, width etc.
But In the chart on top the text shows all the Strokes that I have-I have actually multiple lines. How to disable this, can I hide them in this text?

[NinjaTrader_Kate]

Hello agilek,

Thank you for your reply.

You can try the following to remove the whole script name from up there or just the parameters:

Add this before OnBarUpdate.

Remove both name & parameters:

public override string DisplayName { get { return "";} }

Remove parameters only:

public override string DisplayName { get { return this.Name;} }

Please let us know if we may be of further assistance to you.

[joselube001]

Hi Kate!

Continuing with this thread, I have an error customizing "DisplayName" when I use "Instrument.FullName" inside the name:

public override string DisplayName { get { return (this.Name + " (" + [B][COLOR=#c0392b]Instrument.FullName[/COLOR][/B] + " (" + BarsPeriod + "))"); }

If I use "Instrument" only, instead "Instrument.FullName", the error disappears, but the name adds "Globex" and I don't want that word in the indicator name:

public override string DisplayName { get { return (this.Name + " (" + [COLOR=#27ae60][B]Instrument[/B][/COLOR] + " (" + BarsPeriod + "))"); }

This need is because I want the indicator name to look like the original name, but without the configuration texts that appear after the name in the charts and indicators windows:


How you can replicate this error:
1. Edit the name of any indicator and add the code that shows the error.
2. Compile the indicator.
3. Open a chart
4. Add the indicator modified and click "OK"
5. Open the indicators window with "HotKey", (I have assigned "Ctrl+I), and no matter if I change the hotkey, it continues showing an error.
If you open it from the indicators icon doesn't show an error.
6. The error appears.

If it is possible I would like to see the name in this way for any instrument:


Any help is welcome!
Thank you!

[NinjaTrader_Kate]

Hello joselube001,

Thank you for your note.

The error is occurring because NinjaTrader has to load the display name for the indicator into the indicators dialog, and at that point no Instrument is associated with the strategy, so you get an error. You'd want to check if the instrument is null and if so, then just display the indicator name in the list, if there's an associated instrument because it's been added to a chart, then print the whole name on the chart display:

public override string DisplayName
{
get
{
if(this.Instrument != null)
{
return (this.Name + " (" + Instrument.FullName.ToString() + " (" + BarsPeriod + "))");
}
else
{
return (this.Name);
}
}
}

Please let us know if we may be of further assistance to you.