Help Coding In Ninja From TS

August 2nd, 2009, 03:09 AM

Hello All,

I am new to ninja trader development and trying to see if anyone can help me to create an indicator that plots current days price + or - to previous days close as of 4:15pm EST on each bar of the current day as a histogram.

ie; ES close previous day 982.00 & Current 5min or whatever period bar closes at 984.00

so histogram at close of current bar below it would plot, +2.00

or if current bar closed at 980.00 then the histogram at close of bar below it would plot, -2.00

If anyone could put me on the path or show me how that would be written in ninja, I would greatly appreciate it! God Bless and Good Trading To All.

Brian

August 2nd, 2009, 04:47 AM

marketprofiletrader

Hello All,

I am new to ninja trader development and trying to see if anyone can help me to create an indicator that plots current days price + or - to previous days close as of 4:15pm EST on each bar of the current day as a histogram.

ie; ES close previous day 982.00 & Current 5min or whatever period bar closes at 984.00

so histogram at close of current bar below it would plot, +2.00

welcome to the forum there bud. i see you and i think alike it seems because this is exactly the kind of work i like to do and discover and research. i think this type of method has much more value than traditional indicators.

thinking out loud...

Code

                            

double PrevDayClose()
{

double _prevclose = 0;

try
{
DateTime _prevday = Time[0].AddDays(-1);

// make sure prior day is always mon-fri never sat or sun

if (Time[0].DayOfWeek == DayOfWeek.Monday)
 _prevday = Time[0].AddDays(-3);

if (Time[0].DayOfWeek == DayOfWeek.Sunday)
 _prevday = Time[0].AddDays(-2);

_prevclose = Close[GetBar(new DateTime(_prevday.Year, _prevday.Month, _prevday.Day, 16, 15, 0))]; // where 16,15,0 means 4:15:00pm based on local PC time

}
catch(Exception e)
{
Print (e.ToString()); // just incase index is exceeded somewhere
}


return _prevclose;

}

i think that will get you the prev day close and account for weekends and lack of historical data, etc.

then you need to compare that value vs current close of last bar... something like:

Code

                            
double difference = PrevDayClose() - Close[0];

you should be able to then plot that difference easily if you've ever written any indicator before. once you have the final product please do post it back and share it!

August 2nd, 2009, 11:34 AM

Hi Caprica,

Thanks for this code, I will play around and see if I can get what I want from here and then I will repost as requested. Since I am new here, when I get it the way I want it you will be the first to know!

Thanks again for your help in this.

August 2nd, 2009, 11:57 AM

Here is an exact copy of the TS code I am trying to Reproduce in NinjaTrader,
I am not sure, but I don't think I can have 2 symbols on the same chart in NinjaTrader, like you can in TS so I am only interested in the Plot working for the current symbol that I would be able to place the indicator on. If I needed to place 2 seperate charts up to get the same effect as TS with 1 chart that would be fine also. Thanks all, Brian.

Inputs: PriceES(Close of Data1),
PriceNDQ(Close of Data2);
Vars: ESLevel(0), NDQLevel(0), ESYDC(0), NDQYDC(0),
Started(FALSE);
if Date<>Date[1] then
begin
ESYDC = Close[1];
NDQYDC = PriceNDQ[1];
Started=TRUE;
end;
if Started then
begin

ESLevel = Close-ESYDC;
NDQLevel = PriceNDQ-NDQYDC;

end;

Plot1(ESLevel,"es");
Plot2(NDQLevel,"ndq");
Plot3(0,"zero");

if Date<>Date[1] then begin

Print("");
Print("");

end;

Print(Date:10:0,Time:6:0,"ES=",ESLevel," NQ=",NDQLevel);

August 2nd, 2009, 05:00 PM

Theres actually a bug in Caprica's code.

You should change this line:

Code

_prevclose = Close[0][GetBar(new DateTime(_prevday.Year, _prevday.Month, _prevday.Day, 16, 15, 0); // where 16,15,0 means 4:15:00pm based on local PC time

to

Code

                
_prevclose = Close[GetBar(new DateTime(_prevday.Year, _prevday.Month, _prevday.Day, 16, 15, 0))]; // where 16,15,0 means 4:15:00pm based on local PC time

It creates an interesting indicator :-)

David

August 3rd, 2009, 03:20 AM

Here is a working indicator based on Caprica's code

David

August 3rd, 2009, 03:40 AM

David

Theres actually a bug in Caprica's code.

You should change this line:

Code

_prevclose = Close[0][GetBar(new DateTime(_prevday.Year, _prevday.Month, _prevday.Day, 16, 15, 0); // where 16,15,0 means 4:15:00pm based on local PC time

to

Code

                
_prevclose = Close[GetBar(new DateTime(_prevday.Year, _prevday.Month, _prevday.Day, 16, 15, 0))]; // where 16,15,0 means 4:15:00pm based on local PC time

It creates an interesting indicator :-)

David

oops thanks david I typed that by hand as i went because i've got some similar code that i use for some other functions and i had to take only the relevant portion out of my code.

if you have thrown it all the way into an indicator can you post it and a screenshot? do you find it useful?

August 3rd, 2009, 03:41 AM

oh cool you just did

August 3rd, 2009, 11:20 AM

Caprica, you did all the hard work, I just threw it into an indicator

Its too early to tell if the indicator is useful. It seems to be one of those that intuitively should provide a good insight - I personally think yesterdays closing, high and low do influence trading today, however I won't be using it as part of my ATS.

David

Help Coding In Ninja From TS

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Help Coding In Ninja From TS