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Indicator Development Support for the development of custom indicators using NinjaScript.

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Old 01-01-2014, 02:01 PM   #1
habibalex
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Default Indicator Sets Session Template

Is it possible to set the session template in an indicator? I have an indicator that requires different 24 hour sessions for ES, CL, ZN, ect...but I don't want to change the default instrument session template, which is the regular RTH hours. Only when I call this indicator do I want to use the 24 hour template.
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Old 01-01-2014, 03:34 PM   #2
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Quote:
Originally Posted by habibalex View Post
Is it possible to set the session template in an indicator? I have an indicator that requires different 24 hour sessions for ES, CL, ZN, ect...but I don't want to change the default instrument session template, which is the regular RTH hours. Only when I call this indicator do I want to use the 24 hour template.

You can select the session template for each bar series that has been added when you open a chart. The session template configures the bars, as the last bar of each session is cut off at the session break.

If you add an indicator, this indicator will always use the session template of the bar series that is selected as input series for this indicator via the indicator dialogue box. The indicator cannot run on a different session template.

A special case are multi-instrument indicators. If for an instrument no bar series has been added to the chart and if such a bar series for the instrument is loaded by the indicator itself, the session template stored under <instrument settings> will be used.

For example it is impossible to calculate indicator values from an ETH session template and display those value on a chart that uses a RTH session template.
Last edited by Harry; 01-01-2014 at 03:40 PM.
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Old 02-13-2018, 01:52 PM   #3
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Default NinjaTrader 8 Indicator using different Session Template to instrument's chart?

Hi,

Is it possible for an instrument's (e.g. ES) chart to be using a CME US Index Futures ETH session template but for an indicator to calculate the prior sessions OHLC based on the CME US Index Futures RTH session template? If so could someone kindly point me in the right direction please?

Many Thanks.
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Old 02-13-2018, 03:54 PM   #4
NinjaTrader_PatrickH
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Hello dowtrader,

Thank you for your post.

It is possible to do this through NinjaTrader 8. You can add a bar series to the script of the instrument with the desired Trading Hours Template but you would need to hard code the instrument name and would not be able to dynamically apply the Trading Hours Template to any instrument without it being hard coded in the indicator. Please visit the following link for more information: https://ninjatrader.com/support/help...dataseries.htm

In NinjaTrader 7 there is no option for this through the Add() function.

Another alternative that would work in NinjaTrader 7 and NinjaTrader 8 is to use a time filter and assign the opening price to a variable, the closing price to a variable, and then calculate the highest high through the time range and the lowest low through the time range.

For example:
Code:
		private double myTimeRangeOpen = 0;
		private double myTimeRangeClose = 0;
		private double myTimeRangeHigh = double.MinValue;
		private double myTimeRangeLow = double.MaxValue;
		protected override void OnBarUpdate()
		{
			if (ToTime(Time[0]) >= ToTime(9,0,0)
				&& ToTime(Time[0]) <= ToTime(17,0,0))
			{
				if (myTimeRangeOpen == 0)
					myTimeRangeOpen = Open[0];
				
				if (High[0] > myTimeRangeHigh)
					myTimeRangeHigh = High[0];
				
				if (Low[0] < myTimeRangeLow)
					myTimeRangeLow = Low[0];
			}
			if (ToTime(Time[0]) >= ToTime(17,0,0)
				&& myTimeRangeClose == 0)
				myTimeRangeClose = Close[0];
		}
Please let me know if you have any questions.
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Old 02-14-2018, 08:59 AM   #5
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You don't need to hard code the FullName of the instrument on the chart which is Instrument.FullName. The trading hours argument of the method can be ANY valid session name from the list of available Trading Hours Templates but make sure you get all the characters exactly right. Refer to the documentation for the AddDataSeries method in the help guide. Have a nice Current Day, and Prior Day, too!

Code:
         ~ variable declarations ~

         private string sessionStringE

         ~ State.Configure ~

         sessionStringE="CME US Index Futures ETH";
			
	 AddDataSeries
		 (     Instrument.FullName,
			new BarsPeriod() {BarsPeriodType = BarsPeriodType.Tick, Value = 1},					
			sessionStringE				 
		  );
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File Type: png RTY 03-18 (20 Tick) 2018_02_14.png (85.2 KB, 4 views)
Last edited by Ricam; 02-14-2018 at 09:09 AM.
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