NexusFi: Find Your Edge


Home Menu

 





X Bars ago


Discussion in NinjaTrader

Updated
    1. trending_up 1,329 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments




 
Search this Thread

X Bars ago

  #1 (permalink)
 
ryangillespie's Avatar
 ryangillespie 
london, England
 
Experience: Intermediate
Platform: Ninjatrader
Trading: CL, ES
Posts: 41 since Nov 2011
Thanks Given: 10
Thanks Received: 2

Hi All,

Can someone please assist, I need to say that "MACD Cross Up"

if (strxav2 == "UT" && strxav1 == "UT" && strsignal == "MACD Cross UP") signal should have happened within X bars, help appreciated

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Are there any eval firms that allow you to sink to your …
Traders Hideout
Deepmoney LLM
Elite Quantitative GenAI/LLM
NexusFi Journal Challenge - April 2024
Feedback and Announcements
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
Exit Strategy
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
61 thanks
Funded Trader platforms
39 thanks
NexusFi site changelog and issues/problem reporting
26 thanks
The Program
18 thanks
GFIs1 1 DAX trade per day journal
18 thanks
  #2 (permalink)
 asfax 
Prague, Czech Republic
 
Experience: Advanced
Platform: NinjaTrader
Broker: Interactive Brokers
Trading: NQ
Posts: 57 since Sep 2009
Thanks Given: 34
Thanks Received: 79

Hi @ryangillespie
try CrossAbove() / CrossBelow() https://ninjatrader.com/support/helpGuides/nt7/?crossabove.htm
Some samples for MACD: https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/109058-macd-cross-above-indicator-with-draw-arrow-need-some-help

Reply With Quote
  #3 (permalink)
 zr6bcm 
Heidelberg, Germany
 
Experience: Intermediate
Platform: NinjaTrader
Trading: Stocks
Posts: 12 since Jun 2014
Thanks Given: 9
Thanks Received: 12


I suspect the "have happened within X bars" is the part that is the core of your question.

The way I do it, is that I add a class variable:
 
Code
const int maxSignalDays = 10;
int signalAvailable = 0;
Then somewhere in my OnBarUpdate I will have roughly this code sequence:

 
Code
....
// If we have a signal, then let us reduce the day count. 
if (signalAvailable > 0) signalAvailable--;
if (signalAvailable < 0) signalAvailable++;

// Do we have a new signal ON THIS DAY?
if (...MACD logic == LONG...)  signalAvailable = +1 * maxSignalDays;
if (...MACD logic == SHORT...) signalAvailable = -1 * maxSignalDays;


....
// Do we want to trade over the next days on this signal
if (... conditions A-Z ... && signalAvailable >0)
{
    ... enter long ...
}
if (... conditions A-Z ... && signalAvailable <0)
{
    ... enter short ...
}

Reply With Quote




Last Updated on May 3, 2020


© 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