Strategy Using Readings From Both RTH and ETH Sessions for ES

[bootize]

Hello!, I am new to NT8 but not new to trading. Have coding experience, but wouldn't consider myself an expert. Forgive me if an answer has been posted about this topic already. I've searched extensively and am still in need of direction. My question is as follows:

I have a strategy ready to program. However, I am stuck on how to best incorporate a moving average value from an RTH session (the pit session) into a strategy that mainly uses values from an ETH session (the 24hr session).

For example, most of my conditions are calculated from an ETH session chart, but I also need to somehow incorporate a reading such as, "is the close price above the 50 sma" from the RTH session.

What's the best way to accomplish putting these together into a final strategy?

Thanks!
john

[Emma1]

hello bootize , this link https://ninjatrader.com/support/foru...urs-on-futures

[NinjaTrader_PaulH]

Hello bootize,

Thanks for your first post on the NinjaTrader forums and welcome!

This would be possible but only in a Ninjascript created strategy (Cannot be done using the strategy builder).

Basically you would use AddDataSeries() overload that allows you to specify the trading hours template where you would specify the name of the RTH template. Reference: https://ninjatrader.com/support/help...dataseries.htm

For example, to add a 1 minute series based on the CME US Index Futures RTH template:
AddDataSeries(null, new BarsPeriod() {BarsPeriodType = BarsPeriodType.Minute, Value = 1}, "CME US Index Futures RTH");

You would also create a private instance of a moving average, for example: private SMA rthSMA; // my private SMA called rthSMA

In State.DataLoaded, you would assign the SMA with the added data series to the private instance, for example: rthSMA = SMA(BarsArray[1], 20); // 20 period SMA based on added data series

In the OnBarUpdate() you would access the private SMA when needed with rthSMA[0]. Note: You would need to code a time filter here so that you do not access the SMA value unless you are actually in Regular trading hours.

[bootize]

Thanks Paul! Now I have a direction to work with.

Much appreciation.