Reference Daily Close prices on Minute chart

[oldseller1848]

I need to reference Daily Closing prices over the past 4 days to produce a study displayed on the minute chart. I am having a hard time finding this referenced in documentation.

[NinjaTrader_Josh]

PriorDayOHLC().PriorClose[0] will give you yesterday's close.

Then you want to use GetBar() to get a bar index of any bar in yesterday to get the prior day's close from yesterday.

Untested code.

int barsAgo = GetBar(Time[0].AddDays(-1));
dayBeforeYesterdayClose = PriorDayOHLC().PriorClose[barsAgo];

Then you can just keep going back like this to get all 4 days.

You may need some fancier logic on the .AddDays(-1) to accommodate for weekends. You could run some DayOfWeek check. If it is Monday, subtract 3 days to get Friday.

[oldseller1848]

Thank you for the reply. Much closer now. I have the code:

int barsAgo = GetBar(Time[0].AddDays(0));
double Close0 = PriorDayOHLC().PriorClose[barsAgo];
barsAgo = GetBar(Time[0].AddDays(-1));
double Close1 = PriorDayOHLC().PriorClose[barsAgo];
barsAgo = GetBar(Time[0].AddDays(-2));
double Close2 = PriorDayOHLC().PriorClose[barsAgo];
barsAgo = GetBar(Time[0].AddDays(-3));
double Close3 = PriorDayOHLC().PriorClose[barsAgo];

The vehicle I am using to trade is forex. How can I change the Time from Midnight to 5pm?

Thank you.

[NinjaTrader_Josh]

Not sure what you mean. Which Time, where?

[oldseller1848]

Because the Forex trades 24x5, I need closing prices as of the end of the trading day for Forex (which is 5pm). I found something similar, but this is not working either:

timeOfInterest = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 17, 00, 0);
double Close0 = GetBar(timeOfInterest);
timeOfInterest = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day - 1, 17, 00, 0);
double Close1 = GetBar(timeOfInterest);
timeOfInterest = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day - 2, 17, 00, 0);
double Close2 = GetBar(timeOfInterest);

Got this from another post: http://www.ninjatrader-support2.com/...ad.php?t=19176

What am I doing wrong? The data I am pulling from this study is completely wrong.

[NinjaTrader_Josh]

GetBar() does NOT return you close prices. GetBar() returns you the bars ago index.

[oldseller1848]

Is there an idiot guide for this? Obviously, I am not getting it.

The original suggested method provided End of Date (11:59pm) prices, where I need 4:59pm or would settle for 5pm prices: Because the Forex trades 24x5, I need closing prices as of the end of the trading day for Forex (which is 5pm). I don't understand why this is difficult for me. Am I the only person who refers to End of Trading day activity for Close prices?

[NinjaTrader_Josh]

DateTime someTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 17, 00, 00);
barsAgo = GetBar(someTime.AddDays(-1));
double prevClose = PriorDayOHLC().PriorClose[barsAgo];

[oldseller1848]

Awesome. Now we are grabbing the proper close prices. Now, the problem is the study does not update the graph until 0:00am. I need the chart to update on the close of the trading day.

[NinjaTrader_Josh]

Not sure what you mean. Charts update whenever the bars update.

[oldseller1848]

Please see the study only updates at 0:00 and not at 17:00, when the data is collected as the close. I need the study to adjust at 17:00 when the close is updated.

[NinjaTrader_Bertrand]

The study would 'update' as a new OnBarUpdate() call is processed, this would mean a new bar is closed (with CalculateOnBarClose to 'true') - if you need this update intrabar, try setting the CalculateOnBarClose to false.

http://www.ninjatrader-support.com/H...BarClose1.html

[oldseller1848]

The problem is the command -1 days is subtracting a calendar day. As soon as the Calendar day is changed on my EST TimeZone, the GetBar command will only then grab the requested Bar.

DateTime someTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 17, 00, 00);
barsAgo = GetBar(someTime.AddDays(-1));
double prevClose = PriorDayOHLC().PriorClose[barsAgo];

I am EST Time Zone and using this command will not work. I need to gather the closing price of the USDJPY at 17:00 EST (or 0:00 London Time) for the last 4 days. At 17:01, my strategy needs to be using the correct closing prices.

How can I get this information?

Can I do a statement?
if DateTime.Now.Hour = 17 then price = close[0]. I would just need to use the dataseries for the strategy.

[NinjaTrader_Bertrand]

Ok, then either store the value as it occurs or convert all times used to the Universal Time format in .NET - http://msdn.microsoft.com/en-us/libr...ersaltime.aspx

[oldseller1848]

Awesome!! Thanks for the replies.