SessionIterator is something I use in almost every indicator and strategy I make so I definitely plan to cover it (hopefully soon). Once you figure out how it works, it's such a simple but useful mechanism. In the meantime, here is a code snippet to hopefully get you running:

 

Code

private SessionIterator sessionIterator; private DateTime sessionBegin; private DateTime sessionEnd; protected override void OnBarUpdate() { base.OnBarUpdate(); if (base.CurrentBars[0] < base.BarsRequiredToPlot) { return; } if (this.sessionIterator != null) { if (base.IsFirstTickOfBar && base.Bars.IsFirstBarOfSession) { if (this.sessionIterator.GetNextSession(base.Time[0], false)) { this.sessionBegin = this.sessionIterator.ActualSessionBegin; this.sessionEnd = this.sessionIterator.ActualSessionEnd; } } } }

I "new up" my sessionIterator field in the DataLoaded state because it requires a Bars object. So however you handle NT8's different states in OnStateChange (I use a switch statement, I've seen others use if/else), you'll need this:

 

Code

if (this.Bars != null) { this.sessionIterator = new SessionIterator(this.Bars); }

GraDman 

Thanks you, I just watched your new video, I hope you cover this sometime in a video

It took a little longer than expected to edit the video tutorial, but I also decided to create a how to article. Links to both

Video:

Article:

Some highly recommended books Here is a short list of books I've read and recommend. I am not a big reader of books in print, I tend to prefer on-line methods... but nonetheless, these are great reads and contain a lot of information that helped me. 204,203,200_PIsitb-stick …

I'm not sure why the article thumbnail is showing "Some highly recommended books" but it is in fact the session iterator + trading hours how-to.

Jasonnator 

I'm not sure why the article thumbnail is showing "Some highly recommended books" but it is in fact the session iterator + trading hours how-to.

I think the article block is kind of like an advertisement from futures.io