programming help

[katiewc]

Does anyone know how to analyze this in excel, or a program?
Or if someone can write me a script? I would be willing to pay.

Basically I have a lot of data in excel format on the open and close of a number of trading days (over 1000). I am trying to find how often this stock has moved up (for example) 5 dollars without a retracement of $1. Anyone know how to do this in Excel or NT? Any help appreciated. thanks!

[Baruch]

Hi,
Give an example of your data and what you want.

Baruch

[katiewc]

Hi Baruch,

Here's a sample of my data below, basically I just want to see amongst my data how many times it moves > than 0.03 without a retracement of at least 0.005.
The dates are on the left and the move (close minus open) is to the right. thanks

2009.01.02 -0.00030
2009.01.02 0.00010
2009.01.02 0.00080
2009.01.02 -0.00300
2009.01.02 0.00220
2009.01.02 0.00350
2009.01.02 0.00200
2009.01.02 0.00470
2009.01.02 -0.00190
2009.01.02 0.00070
2009.01.02 -0.00020
2009.01.02 -0.00150
2009.01.02 0.00090
2009.01.02 0.00040
2009.01.02 -0.00310
2009.01.02 -0.00380
2009.01.02 0.00100
2009.01.02 0.00100
2009.01.02 0.00170
2009.01.02 0.00120
2009.01.02 0.00510
2009.01.02 -0.00270

[Baruch]

What do you mean "without a retracement of at least 0.005"?
Can you show on the sample?

Baruch

[katiewc]

for example, i want to analyze how many bars move up 0.0300 in my data without a retrace, woops i forgot to add these are 30 minute bars. So for example if 10 (30 minute) bars move up 0.0300 and do not drop 0.0005 at any point then that would count as one. I want to see how many times it does this.

For example here's one that would pass
bar 1: +0.01
bar 2: +0.01
bar 3: -0.003
bar 4: +0.02

here it moved up 0.0397 with only a retracement of 0.003

one that would not pass is
bar1: 0.02
bar2: 0.009
bar3: -0.01
bar4: 0.01

while it moved > than 0.03, it had a retracement > than 0.005 as well. Hope this clears up what i mean thanks

[Baruch]

I don't see how it can be done in excel.

Baruch

[katiewc]

damn.. okay
thx anyways

[NinjaTrader_Bertrand]

Katie, I'm not aware of readymade methods for generating those statistics, but with NinjaScript / C# custom coding it should be doable generally spoken.

If you want to contact a consulant to help you on this quest, please use our list for locating those -

http://www.ninjatrader.com/webnew/partners_onlinetrading_NinjaScript.htm

[dowhk]

Newbi need code help for "IF"

Hi,

I am a NT newbi, please help me;

I want to keep values inside of the nest of the "if" statement, how can I do it?

Here is the code example:

if ( expression )
{
SP.Set( x ) ;
MP.Set( y ) ;
}
SP[0] = ? ;
MP[0] = ? ;

I want the SP[x] and MP[y] values inside of the {} nest hold outside of the {}.

I want to keep vales outside of the {} nest like this:
SP[0] = x ;
MP[0] = y ;

[NinjaTrader_Bertrand]

dowhk, not sure I follow you - are you trying to 'get' the values you set inside the if statement?

[dowhk]

dowhk, not sure I follow you - are you trying to 'get' the values you set inside the if statement?

Yes, Bertrand.

[NinjaTrader_Bertrand]

You could use GetBar() to arrive at the barsAgo value where your condition was true, thus you could plug this into the dataseries and retrieve the Set values -

http://www.ninjatrader-support2.com/vb/showthread.php?t=19176

[dowhk]

You could use GetBar() to arrive at the barsAgo value where your condition was true, thus you could plug this into the dataseries and retrieve the Set values -

http://www.ninjatrader-support2.com/...ad.php?t=19176

Hi Bertrand,

Thank you for yoyr prompt reply/help.
I cancel(?) my original question(the question itself was raised by some confusion).