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'ProjectHigh' and 'ProjectLow': grabbing them
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'ProjectHigh' and 'ProjectLow': grabbing them

  #1 (permalink)
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'ProjectHigh' and 'ProjectLow': grabbing them

The Donchian Channel indicator was created by Richard Donchian. It uses the highest high and the lowest low of a period of time to plot the channel. The Donchian Channel Expansion/Contraction Ratio indie was written by cclsys (who hasnt been on the forums lately: I miss his posts) and does a projection of the channel which are ouputted as 'ProjectHigh' and 'ProjectLow'. What I would like to do is 'capture' those two values to use them in a strategy. Unfortunately I am lacking in insight into the correct way to do it efficiently.

First off, I dont want the values of 'ProjectHigh' and 'ProjectLow' as at a # of 'barsago' : I need the last few 'ProjectHigh' and 'ProjectLow' values which might have been spread out over 20 or more bars: one use would be a chop tool to see how much the values are 'stepping' from the second previous value of 'ProjectHigh' or 'ProjectLow' to the most recent value of 'ProjectHigh' and 'ProjectLow' etc: on the image are the values of three 'ProjectLow' that are representing 4 range bars of travel.

Can any kind soul at least 'notepad' what code would be best to use. I thanks much in advance for code contributions.

Image attached as it easier to show than tell lol

Trader.Jon

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  #3 (permalink)
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I am not a very good programmer, but I think you want the following,

High[HighestBar(High, 20)] or

Low[LowestBar(Low, 20)]

Someone correct me if that is wrong.

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Is there a betterest solution that this?

Thanks for the input. I did manage to find a way to do it, but I feel that there has to be a more efficient way.

protected override void OnBarUpdate()
{
double _phibk0 = DRC(200, true, dRC_period).ProjectHigh[0];
double _phibk1 = DRC(200, true, dRC_period).ProjectHigh[1];
double _phibk2 = DRC(200, true, dRC_period).ProjectHigh[2];
double _plobk0 = DRC(200, true, dRC_period).ProjectLow[0];
double _plobk1 = DRC(200, true, dRC_period).ProjectLow[1];
double _plobk2 = DRC(200, true, dRC_period).ProjectLow[2];


// LONG Entry Condition 1:
if ( entryOrder1 == null && entryOrder2 == null
// Enters long limit order when DRC projecthigh has two steps up
&& _phibk0 > _phibk1 && _phibk1 > _phibk2

Jon


vegasfoster View Post
I am not a very good programmer, but I think you want the following,

High[HighestBar(High, 20)] or

Low[LowestBar(Low, 20)]

Someone correct me if that is wrong.


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  #5 (permalink)
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aahhh .. got this far ... how do I plot this?

So I did manage to get my calculations from the data but I cant figure how to plot a double value that I ended up with:

double _sUM_diff = (_sUM_diff12 - _sUM_diff7)(0);

Getting method name errors when this is tried
Add(new Plot(Color.Orange, "_sUM_diff"));

and also tried variations of this with errors in 'variables' and 'method' from the NT6.5 help files
Add(_sUM_diff(0));

Obviously I am not seeing what I should.

Any input is appreciated,
Jon

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I thought I had something working , but when I tried to run the compiled strategy it wont show any trades... when I take out all the 'double's I put in the strategy runs and shows trades.. back to the drawing board with no idea how to make it work ... any code gurus able to take a stab at this please?

Jon

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