Attention!

mgbloomfield · 06-13-2008, 12:45 AM

How would you compute the highest high between 9:30 AM and 10:30 AM?

NinjaTrader_Josh · 06-13-2008, 01:18 AM

When it becomes 10:30 use the MAX() function along with a calculated number of bars that will bring you back to 9:30 and then save that value.

Elliott Wave · 06-13-2008, 06:14 AM

You might also want to search for "Directional Day Filter", it may already do what you want.

mgbloomfield · 06-13-2008, 11:35 AM

Quote:

Originally Posted by Elliott Wave

You might also want to search for "Directional Day Filter", it may already do what you want.

Doing this search doesn't turn up anything on the forums. (Had to use "Directional Filter" because the search words must be 4+ length).

"Directional Day Filter" not listed in the Online Guide.

Elliott Wave · 06-13-2008, 11:42 AM

Ah yes, the pesky 4 letter minimum, incredibly annoying considering how many three letter acronyms there are in the trading lexicon.

bobc635 · 03-20-2013, 04:26 PM

Hi Josh, I am trying to use snippets of your code from the sample. How would I look back to yesterday at 13:30 or day before yesterday from your staement???
startDateTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 13, 30, 0);
I have tried a few things but banging my head against the wall.... Thanks for your example though, it is helpful.

Thanks
BobC635

06-13-2008, 12:45 AM	#1
mgbloomfield Senior Member Join Date: Dec 2006 Location: Seattle, Washington, USA Posts: 150 Thanks: 0 Thanked 0 times in 0 posts	Compute Highest High between 9:30 AM and 10:30 AM How would you compute the highest high between 9:30 AM and 10:30 AM?
	Facebook Twitter YouTube

06-13-2008, 01:18 AM	#2
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 107 times in 70 posts	When it becomes 10:30 use the MAX() function along with a calculated number of bars that will bring you back to 9:30 and then save that value. Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

06-13-2008, 06:14 AM	#3
Elliott Wave Senior Member Join Date: Mar 2008 Posts: 731 Thanks: 0 Thanked 1 time in 1 post	You might also want to search for "Directional Day Filter", it may already do what you want.
	Facebook Twitter YouTube

03-20-2013, 04:26 PM	#6
bobc635 Junior Member Join Date: Jul 2011 Location: Arizona Posts: 9 Thanks: 5 Thanked 0 times in 0 posts	Hi Josh, I am trying to use snippets of your code from the sample. How would I look back to yesterday at 13:30 or day before yesterday from your staement??? startDateTime = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 13, 30, 0); I have tried a few things but banging my head against the wall.... Thanks for your example though, it is helpful. Thanks BobC635
	Facebook Twitter YouTube

Thread Tools
Show Printable Version Email this Page
Display Modes
Linear Mode Switch to Hybrid Mode Switch to Threaded Mode

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
Retrieving Highest High for today	1reason	Indicator Development	1	01-12-2008 01:59 PM
Highest High in a LookBack Period	daven	Indicator Development	2	09-28-2007 12:39 PM
Highest high of a time frame	pablo_lasuncion	Strategy Development	5	09-04-2007 02:05 PM
High greater than Highest High of last 20 Bars	SamIam	Strategy Development	1	08-19-2007 04:58 PM
Chart's highest is different to dome highest	MrBaffalo	Charting	16	03-08-2007 04:21 AM