For example, right now on 10/26, looking at SPY the LastClose value is 108.08 (from 10/23) on but the priorDayOHLC close value is 108.15.
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LastClose
How do I reference the "LastClose" value from MarketAnalyser in a Ninjascript ? I put the close value from priorDayOHLC side by side with the LastClsoe value and they are different, and I would like to access the LastClose value from my script.
For example, right now on 10/26, looking at SPY the LastClose value is 108.08 (from 10/23) on but the priorDayOHLC close value is 108.15.Tags: None
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PriorDayOHLC gets you the close as determined by the data presented on the chart. The close of the last bar on 10/23 is the value you will get. As you could imagine, session begin/end times heavily influences this. This could very well be different from the official settlement close price seen on daily bars.Josh P.NinjaTrader Customer Service
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Thanks Josh, what is the data method to access the 'LastClose' value then? I tried using Bars.GetSessionBar(1).Close and it gives me back the the same as priorDayOHLC.
Originally posted by NinjaTrader_Josh View PostPriorDayOHLC gets you the close as determined by the data presented on the chart. The close of the last bar on 10/23 is the value you will get. As you could imagine, session begin/end times heavily influences this. This could very well be different from the official settlement close price seen on daily bars.
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