Testing OHLC, pivots and session breaks

[NinjaTrader_Ray]

A lot of the financial websites do.

Yahoo finance for example. Google for some sample apps of people grabbing data from them.

[Harry]

Thank you for your help!

Ray,

thank you for your help! I really appreciate your support. It leaves me expecting some further improvements of NT.

[Harry]

Customized Pivots Indicator

I have now adapted the NinjaTrader Pivots Indicator to display pivots in line with the actual session times of the major futures markets and to display midpivots. So I have two questions:

I have defined some variables as "User defined values". I have also given default values != 0 to them. If y shut down and restart NT and then open the indicator panel of the chart again, all the default values of "User defined values" have been set to 0. Any explanation?

Shall I rather use "Parameters" instead of "User defined values"?

Second question: Do I conform to the file sharing policy, if I publish this indicator in the forum? As I said, it is based on the NT 6.5.8 pivots indicator.

[NinjaTrader_Ray]

Not sure about the variables. You can try creating some new user defined inputs (as the wizard would generate).

Yes you would conform to publishing provided that you post it in ZIP format (export utility in NT) and if you are making any external calls from the indicator, you should disclose this in your post.

[Harry]

Maybe it is does not work, because I chose the wrong data type. If I want the user to choose a time for a session break (formatted 00:00 or 00:00:00) and to set a default, how would I declare that in the properties section?

[NinjaTrader_Ray]

I would use a DateTime data type.

[Harry]

Actually I had used TimeSpan. When adding the indicator to the chart, the default values arre displayed in the indicator panel. But they are no longer there, when I shut down and restart NT. This is what I do not understand!

Do you have any coded examples, how to enter a date time structure?

[NinjaTrader_Ray]

Right, TimeSpan likely better than DateTime. I see what you mean, about it not recovering. Will get back to you.

[Harry]

Just tested again. Default values disappear on the indicator panel and they are not taken into account for calculating the indicator. That means the indicator is calculated with a TimeSpan of (0,0,0) after shutting down and restarting NT.

I then can reenter all the default values manually into the panel, and indicators will show up correctly again.

Default settings are just losing their memory. I am not a good programmer, so maybe I have made a mistake.

[NinjaTrader_JoshP]

Hi Harry,

Could you perhaps post a snippet of how you have created your parameter?

[Harry]

Hi Josh,

this is what I tried - maybe it is not allowed that way:

#region Variables
private TimeSpan localBreakCMEIndex = new TimeSpan(15,30,0);

///<summary>
///</summary>
[Description("Session break time for Globex")]
[Category("User defined values")]
public TimeSpan LocalBreakCMEIndex
{
get { return localBreakCMEIndex; }
set { localBreakCMEIndex = value; }
}

[NinjaTrader_JoshP]

That is interesting. Please try my attached test reference. On my end the default TimeSpan setting persists after NinjaTrader shutdown (I am on 6.5.0.8).

Perhaps there is some oddity with your usage of the variable in your indicator?

[Harry]

Strange

Thanks for replying (even on Saturday!). I have seen your indicator, and basically I have done the same thing.

The TimeSpan variables defined are only used once in the code afterwards to assign values to another variable of Type TimeSpan. So I do not understand what happens.

[NinjaTrader_JoshP]

Well. Please confirm that the most simple case scenario (one used in my test reference) persists in default value for you. That will gives us a basis of where to begin.

[Harry]

Your indicator also set back to 00:00

Hi Josh,

Your indicator also lost its default value. I tried it on both NT 6.0.1000.8 and NT 6.5.0.8 several times with different charts. Always the timespan is set back to 00:00 after shut down and restart of NT.