Based on what I’ve researched so far I don’t see it’s possible to do this in NT8.
But the goal is to add a secondary data series to a chart, use it as the source for one or more indicators, then hide that data series so it does not show on the chart.
Caveat…
The primary data series is set to regular session hours and the secondary data series is set to electronic trading hours. So when the secondary data series is truly ‘hidden’, it should not interfere with the time axis by adding a large gap of empty space between each regular session period.
I’ll bite - there are different approaches, but brute force is, what if you add that data series to your same chart, put it in the same panel, then change the bar colors all to transparent and turn off price markers or set them to transparent as well? Then it won’t be at visible, yet you can put things on it like moving averages etc. and they themselves can appear. You could experiment with setting its scale justification to overlay, but if you want the indicators themselves to appear in the same scale with the price of the bars you are showing you’ll probably want right. The time axis you mention is problematic though. You would still have a time gap there, and so that is a problem/limitation with the approach I’ve outlined.
A more advanced version is, make an indicator (running on your RTH bars) that does AddDataSeries and pull in the data you want with ETH trading hours and then just plot it in sync with your chart bars, calculating whatever indicator you want on that data series and plotting it.
•If your NinjaScript object is using AddDataSeries() allowing to specify a tradingHoursName, please keep in mind that: An indicator / strategy with multiple DataSeries of the same instrument will only process realtime OnBarUpdate() calls when a tick occurs in session of the trading hour template of all added series. Any ticks not processed will be queued and processed as a tick comes in for all subsequent DataSeries.
For OP, secondary data series trading hours include all primary bars trading hours so above would not be an issue, but something to keep in mind.
An excellent point. That queue delay would be unexpected by most, but if it’s purely for analysis to be used during RTH, might be acceptable. If you’re thinking it will take actions pre-market, then not acceptable. Thanks for lifting this up.
Thanks @QuantKey_Bruce and @BillMilton for the suggestions. I was hoping to avoid getting into my code and completing the modifications so it works in the RTH environment.
TradeStation has a method for adding additional data streams to a chart and setting them to hidden. And then they can be used as the data stream for various indicators applied to the chart.
I try to avoid writing code these days because I’m focused on trading. And writing code is something that tends to take me out of the state of mind I need for trading. Those two states of mind seem to be like water and oil. I either do one or the other.
So thanks for the suggestions, and for confirming the specific feature I was hoping to find does not exist in NT8.
I don’t see that as a delay. if there are no ticks there is nothing to analyse - a tick comes in - hey lets do something. The timescale doesn’t matter as a tick on a 1 second chart is also a tick on a 5minute chart. Or am i missing something fundamental here?