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Previous day high low values in Market Analyzer or otherwise

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    Previous day high low values in Market Analyzer or otherwise

    Hi, I've been trying to find some information on how to get a simple display of the previous day's High, Low, and Close for multiple instruments in one place, the Market analyzer seems to be the best location for this, however only the daily (today's) high low values are available by default and I need the previous day's values.

    There has been some mentions of using the 'indicator' column, but on my UI, whenever I select 'indicator' all of the options including the indicator selection are greyed out, once I add 'indicator' to be configured, it has already chose the indicator to be use and will not allow me to change it to another indicator.

    Could someone please let me know if there is a script for this already as it is a pretty common value to request, or how I would go about writing one?

    Thanks

    #2
    Hello Audiofail,

    Thanks for your post.

    I've created a short video that walks through adding an indicator column and selecting the indicator Prior Day OHLC to then be able to display any of the 4 values it provides: https://Paul-ninjaTrader.tinytake.co...NF8xMjA1NDc1Mg

    In total you would need to add 4 indicators columns, selecting the Prior Day OHLC indicator in each and configure each as shown in the video by selecting the "Plot" of the indicator to be the Prior High, Prior Low, Prior Open, or Prior Close.
    Paul H.NinjaTrader Customer Service

    Comment


      #3
      Hi Paul, thanks that video helped clarify why I couldn't change the indicator, everything is now layed out in the table as I would like it, but the values being printed by the indicator are not being rounded to the whole tick, and are being displayed in decimal notation, which is very awkward to recompute, is there a way of forcing the indicator to use whole values?

      I have the 'opening' indicator on the table as well which does display in whole ticks.

      Also, is it possible to have the instruments in the table roll automatically? or will then need to be readded manually as the contracts roll?

      Thanks
      Last edited by Audiofail; 12-05-2019, 11:17 AM.

      Comment


        #4
        Hello Audiofail,

        Thanks for your reply.

        Glad the video got you going.

        The Market Analyzer does not provide any formatting ability and in the case of the indicator column, the Ninjascript of the input indicator(s) would need to be modified to provide the values to the Market analyzer in the format of the instrument.

        NinjaTrader8 provide a manual means to update/rollover the displayed contracts. You decide when to rollover and go to Tools>Database management and click the "Rollover" button, any contracts that display in the window will be rolled over and will be updated in all charts and market analyzers. Please see the help guide for further clarification and options on this process: https://ninjatrader.com/support/help...es_contrac.htm You can also add yet another column to the market analyzer, "day until rollover" which will display the number of days until you can rollover a particular instrument.
        Paul H.NinjaTrader Customer Service

        Comment


          #5
          Hi Paul, Thanks, I do already have that 'days to rollover' column as that seemed handy too.

          Is the solution therefore for instruments that use odd increments like the treasuries, to duplicate the 'prior day' indicator but with an extra function on the output so the values are converted from the base 10 decimal notation back to base 32 etc?

          Is it safe to assume that the output from that indicator is already the correct decimal equivalent to a whole tick, so simply rounding to the nearest 1/32 or 32.25 and then truncating to 3dp will be sufficient?

          Thanks
          Last edited by Audiofail; 12-05-2019, 01:14 PM.

          Comment


            #6
            Hello Audiofail,

            Thanks for your reply.

            "Is the solution therefore for instruments that use odd increments like the treasuries, to duplicate the 'prior day' indicator but with an extra function on the output so the values are converted from the base 10 decimal notation back to base 32 etc?" Yes, that can be done, however I propose a solution below.

            "Is it safe to assume that the output from that indicator is already the correct decimal equivalent to a whole tick, so simply rounding to the nearest 1/32 or 32.25 and then truncating to 3dp will be sufficient?" Yes, the formatting occurs based on the decimal value, in all cases.

            I would suggest downloading and installing the public/free partial class indicator which will provide formatting for you. https://ninjatraderecosystem.com/use...price-markers/ You need only install it and all values will be formatted per the instrument, you would not need to do anything further. Please note: The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.

            Here is a quick general summary of how to import a Ninjascript

            To import NinjaScripts you will need the original .zip file.

            To Import
            1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
            2. From the Control Center window select the menu Tools>Import>Ninjascript add-on..
            3. Select the downloaded .zip file
            4. NinjaTrader will then confirm if the import has been successful.
            Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'
            Paul H.NinjaTrader Customer Service

            Comment


              #7
              Thanks for the video Paul,
              I am able to create 2 columns one of each for the today's high and yesterday high,
              but I cannot get the columns to populate with the appropriate highs.
              In the Data Series I put in 1440/2880 minutes instead of Day Close to see if it would work, but didn't.

              Once I get the highs in each column::
              How do I create a search that will give me the high's that are equal to each other?
              I am looking for both highs to be equal to do another search using that information.

              thks Paul

              Raymond
              Last edited by willwin; 12-05-2019, 08:40 PM.

              Comment


                #8
                Hi Paul, that all worked perfectly, thanks again.

                Comment


                  #9
                  Hello willwin,

                  Thanks for your post.

                  To obtain the current days Open, High and Low, you could use the indicator Current day OHL. To see the previous days values you can use the prior day OHLC. In both cases you would want to specify bars less than daily as these indicators use intraday data only, for example 1 minute bars. You would want to load more than 1 day of data so in general I would suggest specifying 5 days of data.

                  Note, the "Trading hours" selection (in the data series of in the indicator column) will also control what data the indicator uses, so if you wanted to know what the RTH and/or ETH session highs/lows were you would need two columns (for each) and in each you would select the appropriate trading hours.

                  In terms of a search, the Market analyzer is limited in this ability. You could add an "alert" that could be configured to compare the two (or more columns). The alert can produce a pop-up message and/or send an e-mail and/or play a sound and/or place an order, and will send a message to the alerts log. Here is a link to alerts, which can be configured on a chart or the Market analyzer in the same way: https://ninjatrader.com/support/help...t8/?alerts.htm
                  Paul H.NinjaTrader Customer Service

                  Comment


                    #10
                    Hi, I noticed a problem today with the information the indicator is reporting, on the FESX it is reporting yesterday's high as 3675, while reporting yesterday's close at 3682, looking on the daily chart in NT, yesterday's high was 3691.

                    I tried reloading historic data, and restarting NT but it is still reporting the same value, the other markets in the table seem to be correct.

                    Does anyone know what could be the issue here?
                    Thanks

                    Comment


                      #11
                      Hello Audiofail,

                      Thanks for your post.

                      What data feed are you connected to for the FESX instrument?

                      Which specific contract are you looking at and are the chart and the market analyzer using the same contract and the same trading hours?
                      Last edited by NinjaTrader_PaulH; 12-12-2019, 09:49 AM. Reason: additional questions
                      Paul H.NinjaTrader Customer Service

                      Comment


                        #12
                        Hi Paul, the charts and the MA are using the same FESX contract, I'm connected to CQG for data, and the trading hours should be the same for both as they are set to <use instrument settings>

                        For the columns I'm using 720min last close data series (hoping this reduces cpu/ram load over the 5min) and 5 day lookback.

                        Interestingly at some point today the number updated to the correct figure of 3691, unfortunately I don't know when in the day that occured.

                        Let me know what you think, and if the 720min doesn't provide any hardware benefits over 5min then I'll change it to 5min in case that avoids the issue in future.

                        Thanks

                        Edit: This morning I had the same issue, also interestingly if I use the 'reload all historic data' on the MA, it causes NT8 to crash, this happened yesterday also when reloading the data.
                        I also tried changing the time series from 720min to 5min and it does change the FESX values, still to incorrect values, but the other markets retain the correct values on either time series. This seems to be a consistent issue just on the FESX for me.
                        Last edited by Audiofail; 12-13-2019, 04:41 AM.

                        Comment


                          #13
                          Hello Audiofail,

                          Thanks for your post.

                          I pulled up the FESX 12-19 and created both a chart and the market analyzer. In both cases I tried with 1, 5 and 15 minute data and in all cases the the prior day high values remained the same which for reference is 3724 (for December 12). The current day High (December 13) is shown currently as 3767.

                          The FESX futures instrument use the trading hours of Eurex Equity Index Futures which shows the hours of 8:00 AM to 10:00 PM indicating a 14 hours trading day. A 720 minute bar is 12 hours. If the market analyzer column is set to Calculate.OnBarClose you may be looking at incorrect data, please make sure this runs with calculate.OnPriceChange.




                          Paul H.NinjaTrader Customer Service

                          Comment


                            #14
                            Hi Paul, I tried setting the indicator to calculate on price change, which seems to have fixed some of the values, but currently still showing an incorrect value for yesterday's close (relative to the databox from a daily chart), I've changed the time series to 15mins also to hopefully mitigate some of the potential issues with shorter trading hours.

                            Comment


                              #15
                              Hello Audiofail,

                              Thanks for your post.

                              In the case of the Close value, the Daily bar will show the "settlement" price as the close value whilst the prior day OHL indicator, based on intraday data, will show the "last" price of the session as the close value..

                              Here is a link to the exchanges website: https://www.eurexchange.com/exchange...Futures-160088 click on the "statistics" to see the Last verses settlement prices.

                              Paul H.NinjaTrader Customer Service

                              Comment

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