Conditions true a varying number of bars back

June 21st, 2017, 11:46 PM

Can anyone suggest code that would allow a strategy to check whether conditions were true for the previous X number of bars, where X is a user-input parameter?

I'm not even sure how to clearly ask a search engine, so I thought I'd post here.

June 22nd, 2017, 03:41 AM

DavidBodhi

Can anyone suggest code that would allow a strategy to check whether conditions were true for the previous X number of bars, where X is a user-input parameter?

I'm not even sure how to clearly ask a search engine, so I thought I'd post here.

It's relatively simple - for example on NT7 it can be driven by the "new strategy" wizard.

The screenshot shows where your user-defined parameter is. You can set a default there, which you can then change when you activate the strategy.

This is how I would do it, although there's probably other ways to do it.

June 22nd, 2017, 09:14 AM

xplorer

It's relatively simple - for example on NT7 it can be driven by the "new strategy" wizard.

The screenshot shows where your user-defined parameter is. You can set a default there, which you can then change when you activate the strategy.

This is how I would do it, although there's probably other ways to do it.

Thanks for the reply, xplorer.

I'm aware of how to set a user-defined parameter. What I don't know how to do is use that parameter as a variable number of bar numbers.

For example, I can code:

if (Close[2] < KeltnerChannel(1.5, 10).Midline[2]
&& Close[1] < KeltnerChannel(1.5, 10).Midline[1]
&& Close[0] < KeltnerChannel(1.5, 10).Midline[0])
{ DO SOMETHING}

But I want one line that will do the same as the above when I input 3 as the user parameter, and do the equivalent of 4 or 5 or 25 lines like the above as I change that parameter.

(I *knew* I wasn't explaining clearly what I wanted...)

June 22nd, 2017, 09:22 AM

DavidBodhi

Thanks for the reply, xplorer.

I'm aware of how to set a user-defined parameter. What I don't know how to do is use that parameter as a variable number of bar numbers.

For example, I can code:

if (Close[2] < KeltnerChannel(1.5, 10).Midline[2]
&& Close[1] < KeltnerChannel(1.5, 10).Midline[1]
&& Close[0] < KeltnerChannel(1.5, 10).Midline[0])
{ DO SOMETHING}

But I want one line that will do the same as the above when I input 3 as the user parameter, and do the equivalent of 4 or 5 or 25 lines like the above as I change that parameter.

(I *knew* I wasn't explaining clearly what I wanted...)

Assuming I understand correctly now, it would be a matter of replacing (just taking one line of code as example)

if (Close[2] < KeltnerChannel(1.5, 10).Midline[2]

with

if (Close[MyInput0] < KeltnerChannel(1.5, 10).Midline[2]

unless I misunderstood again?

June 22nd, 2017, 11:29 AM

xplorer

Assuming I understand correctly now, it would be a matter of replacing (just taking one line of code as example)

if (Close[2] < KeltnerChannel(1.5, 10).Midline[2]

with

if (Close[MyInput0] < KeltnerChannel(1.5, 10).Midline[2]

unless I misunderstood again?

I'm afraid this won't work, either. If the input number was 25, it'd check if the 25th bar back was lower than Keltner Channel's midline 2 bars ago. Though changing the midline's [2] to [MyInput0] would compare Close[25] to midline[25], which is incrementally closer to what I want.
I need it to check whether all the last 25 bars were lower than the Keltner midline's values for those same bars.

SpeculatorSeth · June 22nd, 2017, 12:16 PM

You need some sort of loop. Here's a loop that I use to calculate how long we've been in a range for.

Code

int current = 0;
double high = High[current];
double low = Low[current];

do
{
  high = Math.Max(high, High[current]);
  low = Math.Min(low, Low[current]);
  current++;
}
while(high - low <= Width * TickSize && current < CurrentBar);

June 22nd, 2017, 01:32 PM

TWDsje

You need some sort of loop. Here's a loop that I use to calculate how long we've been in a range for.

Code

int current = 0;
double high = High[current];
double low = Low[current];

do
{
  high = Math.Max(high, High[current]);
  low = Math.Min(low, Low[current]);
  current++;
}
while(high - low <= Width * TickSize && current < CurrentBar);

Ahhh... I get it. You use variables to track your conditions and then count how many times it's true.
Perfect. I can certainly use this concept for what I'm trying to do. Thank you!

But, I've never seen do/while before.
Does that mean keep doing the 'do' as long as the 'while' condition is true?

SpeculatorSeth · June 22nd, 2017, 02:06 PM

DavidBodhi

Ahhh... I get it. You use variables to track your conditions and then count how many times it's true.
Perfect. I can certainly use this concept for what I'm trying to do. Thank you!

But, I've never seen do/while before.
Does that mean keep doing the 'do' as long as the 'while' condition is true?

A do while loop always executes the code in the block first, and then checks the variable. So in this instance I'm using the do while loop to ensure that it always executes at least once for bar 0. So a do while might not always be the right solution, but the same idea would apply to a foreach or while loop. Keep iterating back in bars until the condition is no longer true.

June 22nd, 2017, 03:42 PM

TWDsje

A do while loop always executes the code in the block first, and then checks the variable. So in this instance I'm using the do while loop to ensure that it always executes at least once for bar 0. So a do while might not always be the right solution, but the same idea would apply to a foreach or while loop. Keep iterating back in bars until the condition is no longer true.

Thank you. Much appreciated.

Conditions true a varying number of bars back

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Conditions true a varying number of bars back