How to check the highest bar since entry

[Quikito]

Hello!

How comes in NT scripting language what follows?

- "if the current bar's high is higher than all the previous bars since entry, do something"

Thanks anyone will support.

[NinjaTrader_AlanS]

Hello Quikito,

Thanks for writing in to our Support team.

To see if the current bar's high is higher than any of the previous bar's high since entry, you would need to perform this check:

if(High[0] > High[HighestBar(High, BarsSinceEntry())])
{
//do something
}

You can find more information on the BarsSinceEntry() method and the HighestBar() method and the High property in our help guide here:

BarsSinceEntry() -http://ninjatrader.com/support/helpG...sinceentry.htm

HighestBar() - http://ninjatrader.com/support/helpG...highestbar.htm

High - http://ninjatrader.com/support/helpGuides/nt7/high.htm

Please let me know if I may be of any further assistance.

[Quikito]

It works! Great!!!

Thanks a lot!

Using that formula for each bar on OnBarUpdate() method to trail a stoploss, I noticed it takes a lot of time to backtest a strategy and I'm looking for an improvement in backtesting performaces.

I am actually using this code:

		if 	(High[0] >= target1 
			&& High[0] > High[HighestBar(High, BarsSinceEntry())])
			{
			SetStopLoss("", CalculationMode.Percent, trailing_stop_percentage, false);
			}

Why backtest bacame so slow? Is there any option to make it faster without using the SetTrailingStop() method?

Regards

[NinjaTrader_AlanS]

Hello Quikito,

Thanks for your reply.

Running the logic to determine the highest bar since entry can be improved by saving the bar result to a variable instead of running the HighestBar() logic each time in your if() check.

For example:

// set this variable after entering a trade
tradeHighBar = CurrentBar;
if(High[0] > High[tradeHighBar - CurrentBar])
     {
      tradeHighBar = CurrentBar;
     // do something
     }

Please let me know if I may be of any further assistance.

[Quikito]

Great idea!
AlanS you are the best!

The code I am actually using is:

// set this variable after entering a trade
tradeHighBar = CurrentBar;
if(High[0] > High[CurrentBar - tradeHighBar])
     {
      tradeHighBar = CurrentBar;
     // do something
     }

As you can see I changed the index value [int barsAgo] of High from High[tradeHighBar - CurrentBar] to High[CurrentBar - tradeHighBar]

Does it make sense?

[NinjaTrader_AlanS]

Hello Quikito,

Thanks for your reply.

Yes the changes you made to the code do make sense, please let me know if you do not see the expected results when testing.

If you have any further NinjaTrader inquiries, please do not hesitate to ask.

[Quikito]

It seems to work very good and very fast, thanks!