highest bar close occuring within the last X number of bars . . . .

February 2nd, 2011, 06:49 PM

sorry in advance if this already exists within this forum, but at least I can't find it and that's why I'm posting this as a new thread . . . . . . . . . . . . . . Here's the Q:

How would I accomplish the below in NinjaScript . . . . . .

// if CURRENT-BAR-CLOSE > HIGHEST-BAR-CLOSE within last 10 bars THEN enterLong()
//
// if CURRENT-BAR-CLOSE < LOWEST-BAR-CLOSE within last 10 bars THEN enterShort()
//
//

I'm thinking it would look something like this:

if ( Close[0] > INSERT-CODE-HERE-TO-DETERMINE-BAR-WITH-ITS-CLOSE-BEING-HIGHEST-AMONG-THE-#-OF-BARS-AGO )

Any help with this would be greatly appreciated !

Thanks in advance,

Jimmy

February 2nd, 2011, 06:54 PM

jmejedi

sorry in advance if this already exists within this forum, but at least I can't find it and that's why I'm posting this as a new thread . . . . . . . . . . . . . . Here's the Q:

How would I accomplish the below in NinjaScript . . . . . .

// if CURRENT-BAR-CLOSE > HIGHEST-BAR-CLOSE within last 10 bars THEN enterLong()
//
// if CURRENT-BAR-CLOSE < LOWEST-BAR-CLOSE within last 10 bars THEN enterShort()
//
//

Is this what you need?
From NT7 Help File:

Code

// Prints the highest  high value over the last 20 periods
double value =  MAX(High, 20)[0];
Print("The current MAX  value is " + value.ToString());

// Prints the lowest  low value over the last 20 periods
double value =  MIN(Low, 20)[0];
Print("The current MIN  value is " + value.ToString());

February 2nd, 2011, 11:16 PM

i don't think this is working . . . . .

// if CURRENT-BAR-CLOSE > HIGHEST-BAR-CLOSE within last 10 bars THEN enterLong()
if ( Close[0] > MAX(Close, 20)[0] ) {EnterLong();}
//
// if CURRENT-BAR-CLOSE < LOWEST-BAR-CLOSE within last 10 bars THEN enterShort()
if ( Close[0] < MIN(Close, 20)[0] ) {EnterShort();}
//

............... this code has got to be executed at some time,,,, I'm running back-testing on it............ & the back testing isn't resulting in any entries........... strange, b/c this situation happens all day, anytime, any day....

Please help ?

February 2nd, 2011, 11:22 PM

this code is executed within the method

OnBarUpdate()

.... furthermore,,,,,, I'm testing this on

6e

instrument . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

February 2nd, 2011, 11:30 PM

alright, I think I found it:

"

NinjaScript > Language Reference > Data >
HighestBar()

Definition
Returns the number of bars ago the highest price value occurred for the lookback period.

Method Return Value
An int value that represents number of bars ago.

Syntax
HighestBar(IDataSeries series, int lookBackPeriod)

Parameters
lookBackPeriod
Number of bars back to include in the calculation
series
Any DataSeries type object such as an indicator, Close, High, Low, etc...

Examples
// Prints out the number of bars ago for the highest close of the current session
Print(HighestBar(Close, Bars.BarsSinceSession - 1).ToString());

"

please confirm this is correct as per my definition in my first post above ?

February 2nd, 2011, 11:47 PM

wait . . . . . . . . actually the above is wrong,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, what I really want is:

Close[HighestBar(Close, 10)]

, , , , , , Right ??

February 3rd, 2011, 12:25 AM

Apparently, that isn't right neither . . . . . . namely this:

// if CURRENT-BAR-CLOSE > HIGHEST-BAR-CLOSE within last 10 bars THEN enterLong()
if ( Close[0] > Close[HighestBar(Close, 10)] ) {EnterLong();}
//
// if CURRENT-BAR-CLOSE < LOWEST-BAR-CLOSE within last 10 bars THEN enterShort()
if ( Close[0] < Close[LowestBar(Close, 10)] ) {EnterShort();}
//

........... this code never gets executed during the course of the trading . . . . . . . . . . . . . I'm really losing it,,,,, anyone please help out ?

Thanks in advance,

Jimmy Espana

September 3rd, 2011, 07:20 PM

Hi All,

Do you have any ideas why this is not working? if (CrossAbove(Close,MAX(High,5)[1],1))
I want a conbition which is will do something when the close price cross above the highest price of the previous 5 period

Thanks

September 3rd, 2011, 08:45 PM

Loukas

Hi All,

Do you have any ideas why this is not working? if (CrossAbove(Close,MAX(High,5)[1],1))
I want a conbition which is will do something when the close price cross above the highest price of the previous 5 period

Thanks

Not sure what your intent is, but try this out. Of course you'll have to declare these two dataSeries above I added called 'temp' and 'temp1'. But if you want to use the CrossAbove function, I don't think you can index two different bars, from two different times like you want. So here i've captured into a DataSeries the PRIOR bar into the current bar... if that makes any sense?

Code

			temp[0] = MAX(High, 5)[0];
			temp1[0] = temp[1];
			if (CrossAbove(Close, temp1, 1)  )
			{
				DrawArrowUp("arrow"+CurrentBar, true, 0, Low[0]-12*TickSize, Color.Green);
			}

highest bar close occuring within the last X number of bars . . . .

Discussion in NinjaTrader

highest bar close occuring within the last X number of bars . . . .