NinjaTrader 7 Indicators - Sub-Session Highs and Lows (user-defined times)

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Indicators in this section are compatible with NinjaTrader 7

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Sub-Session Highs and Lows (user-defined times)

A simple indicator to show the first two sub-sessions highs and lows, as defined by user inputs for:

sub-session 1: from start of session until end of sub-session 1
sub-session 2: from end of sub-session 1 to end of sub-session 2

So there are two input parameters for setting the time when the first sub-session should end and when the 2nd sub-session should end.

24 hour clock values only and I still have to code a time-zone parameter to take care of special situations like the daylight saving time shift difference between London and New York - America changes over 2 weeks prior to the EU in spring, so at the moment if that affects you, you would have to adjust the parameters temporarily - i.e. it's necessary to adjust these input parameter values in March and in October when there is a period after the USA clocks change and before the European clocks change, if you're based in the EU and your sub-sessions define non-EU time-zones.

Basically if you are using the US East Coast time zone, you won't need to worry about that.

Change Log

Changed name to PermaCodeSubSessions
fixed bug where data gaps would snarl up session start times

Version 1 as at 2012-02-05.

Added a bug fix at 2012-04-12

Category NinjaTrader 7 Indicators

Details: Sub-Session Highs and Lows (user-defined times)
Category: NinjaTrader 7 Indicators

February 5th, 2013
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