LowestBar / HighestBar not giving Low and high ??

[scottyboy]

Hello, I'm fairly new to Ninjascript and cannot understand why I am not getting the highest "high" or lowest "low" of a group of bars -- what I am getting is the Highest or Lowest "close" - not the extreme points of the bar.

The code I am using is...

LowestLowUK = Low[LowestBar(Low, EndBarUK-StartBarUK)];
HighestHighUK = High[HighestBar(High, EndBarUK-StartBarUK)];

I suspect there is some setting that I am not using but I am running out of ideas having trawled the help and the forum.

[NinjaTrader_JoshP]

You can just use MIN(Low, 20)[0] and MAX(High, 20)[0].

[scottyboy]

You can just use MIN(Low, 20)[0] and MAX(High, 20)[0].

Thanks for the quick reply - but still no joy....

Tried this with the following code using both methods over 5 days....

EndBarUK = CurrentBar;
LowestLowUK = Low[LowestBar(Low, EndBarUK-StartBarUK)];
Print("The current MIN value is " + LowestLowUK.ToString());
HighestHighUK = High[HighestBar(High, EndBarUK-StartBarUK)];
Print("The current MAX value is " + HighestHighUK.ToString());

LowestLowUK = MIN(Low, EndBarUK-StartBarUK)[0];
Print("The current MIN value is " + LowestLowUK.ToString());
HighestHighUK = MAX(High, EndBarUK-StartBarUK)[0];
Print("The current MAX value is " + HighestHighUK.ToString());
Print("--------------------");


with the following result

The current MIN value is 120.27
The current MAX value is 120.88
The current MIN value is 120.27
The current MAX value is 120.88
--------------------
The current MIN value is 118.47
The current MAX value is 118.685
The current MIN value is 118.47
The current MAX value is 118.685
--------------------
The current MIN value is 118.035
The current MAX value is 118.45
The current MIN value is 118.035
The current MAX value is 118.45
--------------------
The current MIN value is 117.115
The current MAX value is 117.48
The current MIN value is 117.115
The current MAX value is 117.48
--------------------
The current MIN value is 119.495
The current MAX value is 119.87
The current MIN value is 119.495
The current MAX value is 119.87
--------------------
The current MIN value is 120.22
The current MAX value is 121.15
The current MIN value is 120.22
The current MAX value is 121.15
--------------------

[NinjaTrader_Bertrand]

Hi scottyboy, did you check the sample code provided by Josh? Did this deliver the correct High / Low extreme values 20 bars back?

If yes, you will need to debug your 'EndBarUK-StartBarUK' to see why it does arrive a wrong bar number.

[scottyboy]

Hi scottyboy, did you check the sample code provided by Josh? Did this deliver the correct High / Low extreme values 20 bars back?

If yes, you will need to debug your 'EndBarUK-StartBarUK' to see why it does arrive a wrong bar number.

Unfortunately - no. The bar range is irrelavant, it's just not returning the high and low of the range chosen -- seems to be using the close. look at the image attached. The inner light grey area is meant to be defining the Bar highs and lows -- you can see that it isn't. It's not a problem drawing the box.

I'm using IB data feed.

[NinjaTrader_JoshP]

scottyboy,

You are misunderstanding the functions. You do not specify a range. You specify a lookback period from the CurrentBar.

MIN(Low, 20)[0] looks back 20 bars from the current bar. It evaluates all of those bars.

[scottyboy]

scottyboy,

You are misunderstanding the functions. You do not specify a range. You specify a lookback period from the CurrentBar.

MIN(Low, 20)[0] looks back 20 bars from the current bar. It evaluates all of those bars.

Sorry, I confused the issue by saying "Range". I am looking back from the CurrentBar. Assume that "EndBarUK-StartBarUK" works out as 20 ( in reality I am looking back for 2 hours ).

[NinjaTrader_JoshP]

Right, so you are then getting the low from the latest bar and 20 bars ago.

[scottyboy]

Right, so you are then getting the low from the latest bar and 20 bars ago.

The problem I have is it is not giving me the "low" of the last 20 bars -- it is giving me the lowest "close" price of the last 20 bars. Have a look at the chart I posted and look at the light grey inner box (ignore the dark grey bands ) and you will see that the lowest point is on the "close" of a bar and not the absolute lowest point of the bars.

Sorry for banging on about this but I need to resolve what I am doing wrong before I can progress.

Thanks again for your time.

[NinjaTrader_JoshP]

From your chart you are not looking at the last 20 bars. You have the big black arrow at the top meaning you have bars hidden. I have no way of correlating your print outs and what is on the chart, especially without timestamps.

[scottyboy]

From your chart you are not looking at the last 20 bars. You have the big black arrow at the top meaning you have bars hidden. I have no way of correlating your print outs and what is on the chart, especially without timestamps.

OK - here's a live chart...

[NinjaTrader_JoshP]

scottyboy,

I need a live chart and its corresponding print outs along with timestamps. Please add Time[0] to your print functions.

Print(Time[0] + " " + .... etc);

[scottyboy]

scottyboy,

I need a live chart and its corresponding print outs along with timestamps. Please add Time[0] to your print functions.

Print(Time[0] + " " + .... etc);

OK - you asked for it

--------------------
20/01/2009 16:16:00 The current MIN value is 1.3938
20/01/2009 16:16:00 The current MAX value is 1.39865
20/01/2009 16:16:00 The current MIN value is 1.3938
20/01/2009 16:16:00 The current MAX value is 1.39865
--------------------

Here's the chart and also the fiblines.cs indicator that generates it.

[NinjaTrader_JoshP]

I cannot go through your indicator and decipher what it is trying to do. Just do a very simple MIN(Low, 20)[0] and a MAX(High, 20)[0]. You will find it gets you the lowest low and highest high as determined from the last 20 bars.

I guarantee you it works. If you feel it doesn't work you need to check your use of EndBarUk - StartBarUk.

Look at the attached picture. There are dots plotted for the close, lowest low, highest high. It is all accurate.

[scottyboy]

Hello Josh,

Got it sorted -- cut and pasted my stuff into your minmax.cs file and it gave the high's and low's as promised. I have No idea why my original file would not work - there's a glitch in it somewhere that is causing the strange behaviour.

Thanks for all you help and patience - it was excellent service.

Regards

Scottyboy.