exact bar or within x-bars

[tonynt]

Hello,

I want to ask since I can´t systematize which indicators with "Bars ago" refer to that exact number in [ ] and which indicators mean "within" [x] numbers of bars.

How do I recognize for coding and debugging wich indicators eg with [3] mean that exactly the one bar (3 bars ago) and which indicators mean that within last 3 bars?

Thanks
Tony

[NinjaTrader_Bertrand]

Hi Tony, the index would be always tied to bars, so it would depend on the series used how much time back it would refer to (3 x 1 minute bars, or 3 x 7 minute bars...). The CrossAbove / CrossBelow for example would have a lookback parameter, which means the condition monitored has occured within the last x bars, so this is a different concept from the bars index.

[tonynt]

Hi Bertrand,

thank you for your prompt reply. I know that the lookback perios [3] is 3x1 minute bars if there is used 1 minute bars, and 3x5minute bars if there is used 5min bars, and 3x5range bars if used 5range bars.... This is the lookback period of course, and in the sample crossabove/crossbelow its within of course.

But there are indicators where eg [3] doesn´t mean "within" but it means more like "exactly" that bar 3 bars ago.

So, how to know the system of the indictators in NinjaTrader and which indicator means "within" [x] and which one means "exactly" that [x]?

Thanks
Tony

[NinjaTrader_Bertrand]

Hi Tony, can you give me an exmaple : which indicator(s) are you referring to?

For example RSI(Typical, 14, 3)[3] refers to the RSI value from exactly 3 bars ago.

[tonynt]

Hi Bertrand,

thanks again for your prompt reply. Mhm, there is some misunderstanding - maybe on my end.

You gave an example right here with RSI. We know now that crossabove means within and beside RSI its exactly but how with all the others, how do I understand which one it is?

What about this example:

Stochastics(BarsArray[1], 3,5,2).D[3] < 70

does this mean

a.) D < 70 within last 3 bars or
b.) D < 70 exactly 3 bars ago

and beside this does it mean
c.) 3 bars of BarsArray[1] or 3 bars "basic array"?

OR

MACD (4,5,13) [2] >= MACD(4,5,13).Avg [2] means

a.) MACD >= Avg within last 2 bars or
b.) MACD >= Avg exactly 2 bars ago

How do I know which one of the indicators mean within or exactly as you showed that there is crossabove meaning within but RSI meaning exactly. How to recognize the system which....

Thanks
Tony

[NinjaTrader_Bertrand]

The general difference is lookback period vs bars ago, bars ago really means : exactly x bars ago as in your example cases cited. For the bars index it would be important to know in which BarsInProgress context it's called.

[ntuser2017]

I have a similar question, i.e.: I need to calculate a condition but only within a given number of bars.

For example,whether the High of the current bar is equal to any of the previous 10 bars (but not more than 10).

I'm new with NinjaScript but this should be relatively easy to achieve.

Please could you advise?

Many thanks

[koganam]

I have a similar question, i.e.: I need to calculate a condition but only within a given number of bars.

For example,whether the High of the current bar is equal to any of the previous 10 bars (but not more than 10).

I'm new with NinjaScript but this should be relatively easy to achieve.

Please could you advise?

Many thanks

if (High[0] == MAX(High, 10)[1]) {//do it}

ref: http://ninjatrader.com/support/helpG...aximum_max.htm

[ntuser2017]

if (High[0] == MAX(High, 9)[1]) {//do it}

ref: http://ninjatrader.com/support/helpG...aximum_max.htm

Many thanks koganam. I will try it.