NexusFi: Find Your Edge


Home Menu

 





Creating your own dynamic bar period


Discussion in NinjaTrader

Updated
    1. trending_up 3,280 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread

Creating your own dynamic bar period

  #1 (permalink)
 
caprica's Avatar
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
Posts: 155 since Jul 2009
Thanks Given: 45
Thanks Received: 114

Until/if NT7 ever gets here, I have been trying to create my own bars with dynamic sizing so my strategy can adjust the size of the bar on-the-fly.

I am talking about a dynamic equivalent to
Add(PeriodType.Volume, xxxxx);

Here is what I have but it is a rough draft and far from perfect. I am looking for suggestions from people who have done the same thing and have it working or know how to make it work.

The idea is once the procedure is written, it will be accessed instead of BarsArray[x]. ie:
old:
CustomCCI(BarsArray[3], CCIperiod, CCIsmooth, CCIpitch)
new:
dynamicbar.Set(DynamicPeriod("Volume", "Median", dynamicvolsize);
CustomCCI(dynamicbar, CCIperiod, CCIsmooth, CCIpitch)

 
Code
                            
protected double DynamicPeriod(string charttypestring bartypeint periodsize)

        {
            
double _retvalue     0;
            
double _tempvalue     0;
            
            try
            {
            
            if (
charttype == "Volume" && bartype == "High")
                {
                
int x 0;
                while ((
Volumes[1][x] + _tempvalue) < periodsize)
                    {
                        
_tempvalue += Volumes[1][x];
                        
x++;
                        
//Print(Time[0] + ": Volume of " + x + " = " + Volumes[1][x]);
                    
}
                
_retvalue MAX(Highs[1], x)[0];
                }
                
            if (
charttype == "Volume" && bartype == "Low")
                {
                
int x 0;
                while ((
Volumes[1][x] + _tempvalue) < periodsize)
                    {
                        
_tempvalue += Volumes[1][x];
                        
x++;
                        
//Print(Time[0] + ": Volume of " + x + " = " + Volumes[1][x]);
                    
}
                
_retvalue MIN(Lows[1], x)[0];
                }
                
            if (
charttype == "Volume" && bartype == "Median")
                {
                
_retvalue = (DynamicPeriod("Volume""High"periodsize) + DynamicPeriod("Volume""Low"periodsize)) / 2;
                }
                
            if (
charttype == "Volume" && bartype == "Time")
                {
                
int x 0;
                while ((
Volumes[1][x] + _tempvalue) < periodsize)
                    {
                        
_tempvalue += Volumes[1][x];
                        
x++;
                    }
                
_retvalue ToTime(Times[1][x]);
                }
                
            }
            catch(
Exception e)
            {
                
Log("Exception " eLogLevel.Error);
            }
            return 
_retvalue;
        } 

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Request for MACD with option to use different MAs for fa …
NinjaTrader
ZombieSqueeze
Platforms and Indicators
NexusFi Journal Challenge - April 2024
Feedback and Announcements
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Retail Trading As An Industry
67 thanks
Battlestations: Show us your trading desks!
48 thanks
NexusFi site changelog and issues/problem reporting
47 thanks
GFIs1 1 DAX trade per day journal
32 thanks
What percentage per day is possible? [Poll]
31 thanks

  #2 (permalink)
 
caprica's Avatar
 caprica 
USA
 
Experience: Master
Platform: NinjaTrader
Posts: 155 since Jul 2009
Thanks Given: 45
Thanks Received: 114

failed to mention BarsArray[1] in above example is my favored 1-range size Add(PeriodType.Range, 1); method.

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

Started this thread Reply With Quote





Last Updated on July 28, 2009


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts