NinjaTrader strategy. how to reference lowest low

March 26th, 2010, 03:58 PM

when writing a strategy. how do i make a condition that low is the lowest of the day (or x periods)?

March 26th, 2010, 04:59 PM

fiki

when writing a strategy. how do i make a condition that low is the lowest of the day (or x periods)?

If you are using intraday time sizes (ie: 6 range, 5m, anything not 1 day) then the easiest way is to just track it yourself bar by bar.

You need to then reset it each day.

Something like:

Code

                            
#var

double dayhigh;
double daylow;

#onbarupdate
if (Bars.SessionBreak)
{
dayhigh = 0;
daylow = 0;
}

if (High[0] > dayhigh) dayhigh = High[0];
if (Low[0] < daylow || daylow = 0) daylow = Low[0];

Now the day low and day high are available in the daylow and dayhigh variables.

Mike

March 26th, 2010, 07:31 PM

I had a small error which I corrected now. daylow would never be less than 0, so now we check to see if it is zero.

Code

                            
if (Low[0] < daylow || daylow = 0) daylow = Low[0];

Mike

March 27th, 2010, 02:25 AM

thanx. i managed to get it to work.

March 28th, 2010, 11:15 PM

This might be helpful too:

CurrentDayOHL().CurrentLow[0];

The value inside the [ ] is the barsAgo value.

NinjaTrader strategy. how to reference lowest low

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NinjaTrader strategy. how to reference lowest low