X Bars ago

April 26th, 2020, 03:14 PM

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

April 28th, 2020, 01:19 AM

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

May 3rd, 2020, 09:38 AM

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 ...
}

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