Help in coding HighestBar & LowestBar

[murthymsr]

I want to get the value of the Last Bar close with reference to 3 days Highest High & Lowest Low on a -1 to +1 scale into Market Analyzer.

double L1 = -1 + 2 * ( Close[0] - LowestBar(Low, 3)[0])/ (HighestBar(High, 3)[0] - LowestBar(Low, 3)[0]);

Above code gives the error as attached.

Any help is very much appreciated.

Thanks.
murthymsr

[NinjaTrader_Bertrand]

murthymsr,

you would want use the MAX and MIN methods for this task instead -

http://www.ninjatrader.com/support/helpGuides/nt7/minimum_min.htm

http://www.ninjatrader.com/support/helpGuides/nt7/minimum_max.htm

[murthymsr]

Thanks, Bertrand, it worked fine, just as desired.
But I couldn't make out the difference, though !

Thanks a Lot.
murthymsr

[FREEN]

I´ll borrow this thread for a related query;

I realize how these two differe, one returning bars ago, the other the value of that bar. However, "LowestBar" has no "[int barsAgo]". How do I get that method to start looking (in retrospect) on a historic bar?! As it is it looks from the current bar back.

MIN(IDataSeries input, int period)[int barsAgo]

LowestBar(IDataSeries series, int lookBackPeriod)

TNX!

[NinjaTrader_RyanM1]

Hi Freen,

Unfortunately LowestBar() does not offer this bars ago field. As you indicate, all lookbacks start from the current bar.

[FREEN]

Tnx Ryan. Strange reasoning giving one of the methods this capability mind these methods are closely related and often used in conjuction. Can I put this on my "wishlist" : )?


This is my workaround if someone else bumps into the same need:

// "LowshiftDS" substitutes the X barsAgo shifted array:
LowshiftDS.Set(Lows[0][X]);

// ...and is put in the method
int lowestbar = LowestBar(LowshiftDS, lookback);

// ...and is shifted back to come in sync again;
int lowest = lowestbar + X


This makes the X most current bars a "blind spot" for the LowestBar() method. I´m not a programmer so there´s surely some more efficient way.

[NinjaTrader_RyanM1]

Thank you for sharing this work- around, FREEN. That seems like a good technique for this. I will forward your suggestion to offer a bars ago value to this method.

[FREEN]

Thanks for forwarding this Ryan. The coded ended up pretty complicated due to the lack of the barsAgo field in LowestBar/HighestBar. If the barsAgo field was on the LowestBar() / HighestBar() methods instead there would have been no need for the MIN() / MAX() methods at all. As bellow;

int lowestbar = LowestBar(Low, lookback)[barsAgo];
double lowestprice = Low[lowestbar]

[FREEN]

Trying to narrow down on a problem that seem to be caused by the MIN/MAX methods. Doesn´t the MIN/MAX methods work in multiseries? Ie:

MAX(Highs[0], lookback)[0];

Edit: It seems the code run once for each dataseries. "Print(CurrentBar);" outputs current bar ID once for one dataseries, twice for two dataseries etc. This is the code that cause trouble:


if(HS && buy)
{
buy = false;
res = Highs[0][0];
resistance = Highs[0][0];
end = CurrentBar;
lookback = CurrentBar - start;
if (lookback < 256) // Error if >256
{
lowestbar = LowestBar(LowshiftDS, lookback)+1;
lowestprice = MIN(Lows[0], lookback)[1];
DrawDiamond("Lowdiamond"+CurrentBar.ToString(), true, lowestbar, lowestprice, Color.Gray);
DrawText("Lowtext"+CurrentBar.ToString(), lowestprice.ToString(), lowestbar, lowestprice -.5, Color.Black);
}
DrawText("Restext"+CurrentBar.ToString(), Highs[0][0].ToString(), 0, resistance +.3, Color.Black);
}
LowestpriceDS.Set(lowestprice);
ResistanceDS.Set(resistance);

[FREEN]

Frederik,
Thanks for the note.
I believe they should, what issues do you see?
protected override void OnBarUpdate()
{
if (BarsInProgress == 0 && CurrentBars[0] > BarsRequired && CurrentBars[1] > BarsRequired)
Plot0.Set(MAX(Highs[1], 10)[0]);

}

Thanks Bertrand, kindly see post bellow for details. I seems the OnBarUpdate() method gets called once for each dataseries I add to the indicator. This conclusion is made from doing a Print(CurrentBar). This returns a, b, c... when using one ds; a, a, b, b, c, c for two ds; a, a, a, b, b, b, c, c, c... for three ds etc.

[NinjaTrader_Bertrand]

Correct, OnBarUpdate() is called for each Add()ed series you need to filter in your code like in my example with the BarsInProgress to see which series calls it.

[FREEN]

Thanks Bertrand! That´s clearly stated in the description of the "BarsInProgress" method, sorry my ignorance. I´ll have to read some more on this. I´m confused on the use of that feature. I´ll get back if I don´t get it sorted out.

http://www.ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

[NinjaTrader_Bertrand]

No worries - have you checked into this intro link yet? The basic concept is the same for indicators and strategies now in NT7:

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[FREEN]

Yeah, I did. Obviously I´ll have to read it again with a bit more experienced eyes this time. Never worked in 6.5 - started when beta 7 was released.

Wrapping a large codeblock with a BarsInProgress if statement did the trick, not sure why yet : )

Thanks!