Wrong value of Stochastics %D in ninjatrader strategy

[marketstudent]

In my OnBarUpdate(), the return value of Stochastics(7,14,3).D[0] is always either 100 or 0.
In NT8, how to obtain stochastics %D value ?

Thanks!

[NinjaTrader_PaulH]

Hello marketstudent,

Thanks for your post.

Using the following print statement: Print ("CB: "+CurrentBar+" D Value: "+Stochastics(7,14,3).D[0]);

I see the following (From CL 02-17 3 minute):

CB: 3423 D Value: 24.2944985011549
CB: 3424 D Value: 28.1202393238
CB: 3425 D Value: 35.1884613494524
CB: 3426 D Value: 44.689501531607
CB: 3427 D Value: 55.7532720690615
CB: 3428 D Value: 63.9462292093868

Do you see any error messages in the "Log" tab of the control center that relate to the Ninjascript you have coded?

If no errors can you copy the print statement example and test to see if you get values between 0 and 100 printed in the output window (File>Ninjascript Output)?

[marketstudent]

Hello Paul,

I used the same code below to check stochastics %D value. The instrument is FXCM currency pair. I tried all the currency pairs, they gave the same result, either 0 or 100. I am not sure how to proceed forward from here.

Thanks!

if (CurrentBar < BarsRequiredToTrade){

Print("Strategy - Instrument Name=" + Instrument.FullName + ",\tCurrentBar = " + CurrentBar + ",\t BarsRequiredToTrade=" + BarsRequiredToTrade);
return;

}
//Add your custom strategy logic here.
string alertid = Instrument.FullName + ", " + BarsPeriod.Value + " " + BarsPeriod.BaseBarsPeriodType;
String message;
message = alertid + " Stratgegy" + " stochastics D value = " + Stochastics(7,14,3).D[0].ToString();
Print(message);

[NinjaTrader_PaulH]

Hello marketstudent,

Thanks for your reply.

I used my code on Forex and had expected results.

I used your code, in a strategy, and produced expected results (small sample):
Strategy - Instrument Name=EURUSD, CurrentBar = 17, BarsRequiredToTrade=20
Strategy - Instrument Name=EURUSD, CurrentBar = 18, BarsRequiredToTrade=20
Strategy - Instrument Name=EURUSD, CurrentBar = 19, BarsRequiredToTrade=20
EURUSD, 5 Minute Stratgegy stochastics D value = 32.0026417726305
EURUSD, 5 Minute Stratgegy stochastics D value = 35.34811955306
EURUSD, 5 Minute Stratgegy stochastics D value = 40.4593679318007
EURUSD, 5 Minute Stratgegy stochastics D value = 48.2838596907854
EURUSD, 5 Minute Stratgegy stochastics D value = 57.7801124457674

Can you provide further information about your data source such as whom you are connected to.

Do you see stochastics on your chart?

[marketstudent]

Hi Paul,

The code works for single instrument strategy, but not for strategy with multiple instruments. In my strategy's OnStateChange(), I have the code block below to add multiple instruments. The question is how to obtain correct stochastics %D value when strategy has multiple instruments.

Thanks!


else if (State == State.Configure)
{
Print("TrendResume Strategy - BarsPeriodType:" + BarsPeriod.BaseBarsPeriodType + " \t BarsPeriodValue:" + BarsPeriod.Value);

AddDataSeries("AUDCHF", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
AddDataSeries("AUDJPY", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
AddDataSeries("AUDNZD", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
}

[NinjaTrader_PaulH]

Hello marketstudent,

Thanks for your reply.

In a multi series or multi time frame all of the references can change depending on which BarsArray calls the OnBarUpdate() method. There is also more than one way to code this. Please review the helpguide on multi series/time coding as there are critical concepts to understand before coding. Here is a link: http://ninjatrader.com/support/helpG...nstruments.htm

one short answer:
Stochastics(BarsArray[0], 7,14,3).D[0] will point to the base/chart bars
Stochastics(BarsArray[1], 7,14,3).D[0] will point to (in your example) AUDCHF
Stochastics(BarsArray[2], 7,14,3).D[0] will point to (in your example) AUDJPY
Stochastics(BarsArray[3], 7,14,3).D[0] will point to (in your example) AUDNZD

[marketstudent]

Paul,

Got it. Thanks for the clarification !

[marketstudent]

Paul，

I modified the code, the code is attached below for your review. The primary instrument is AUDCAD.
In the NinjaScript Output, only the primary instrument's Stochastics %D has correct value, the Secondary instruments got either 100 or 0 in their stochastics %D value.

Please check !

protected override void OnStateChange() {
....
else if (State == State.Configure)
{
Print("TrendResume Strategy - BarsPeriodType:" + BarsPeriod.BaseBarsPeriodType + " \t BarsPeriodValue:" + BarsPeriod.Value);

AddDataSeries("AUDCHF", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
AddDataSeries("AUDJPY", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
AddDataSeries("AUDNZD", BarsPeriod.BaseBarsPeriodType, BarsPeriod.Value);
}

}
protected override void OnBarUpdate()
{
//Add your custom strategy logic here.

if (CurrentBar < BarsRequiredToTrade){

Print("Instrument Name=" + Instrument.FullName + ",\tCurrentBar = " + CurrentBar + ",\t BarsRequiredToTrade=" + BarsRequiredToTrade);
return;

}
//Add your custom strategy logic here.
string alertid = Instrument.FullName + ", " + BarsPeriod.Value + " " + BarsPeriod.BaseBarsPeriodType + ", BarsInProgress=" + BarsInProgress;
String message;
message = alertid + ", stochastics D value = " + Stochastics( BarsArray[BarsInProgress],7,14,3).D[0].ToString();
Print(message);

return;
}

[NinjaTrader_PaulH]

Hello marketstudent,

Thanks for your reply.

I have been able to replicate the multi series incorrect/unexpected results of Stochastics.

We will investigate and update this thread when we have further information.

[NinjaTrader_PaulH]

Hello marketstudent,

If you haven't already, please update to 8.0.4.0 and test to see if you have the same results.