reference last bar (of week)

October 13th, 2014, 04:45 AM

Hello dear forum,

Can you help me with the following?

I want to have an indicator that refers to the last bar of the week (in historical data) for all open charts.

so for a minute chart it is the last minute bar of the week
for 1 hour chart is the last hour of the week
1 day chart it is friday
etc.

how to program this in ninjatrader
for example

if (Last bar of the week = true)
{
Weekhigh.Set(Highs[1][1]);
Weeklow.Set(Lows[1][1]);
}

many tx in advance

yeshe

October 21st, 2014, 11:23 AM

The question is always whether the last bar of the week was also the last trading day in that week. Theoretically, if you account for public holidays, etc, you would need to know in advance when the market closes.

The simple approach is on the next bar into the new week to notice that you are in a new week (which for your requirement) will work. Something like this:

Code

int dayOfWeek = 0;

void OnBarUpdate()
{
    if (Time[0].DayOfWeek < dayOfWeek)
    {
        // it seems that week has started new again, do your calculations for last week
    }
    dayOfWeek = Time[0].DayOfWeek;
    ....
}

reference last bar (of week)

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reference last bar (of week)