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NinjaTrader
Position best price level
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Update
Originally posted by NinjaTrader_RyanM View PostHello cgeorgan,
Maybe something like this:
double highestHighInTrade = MAX(High, BarsSinceEntry())[0];
BarsSinceEntry appears to be pretty resource intensive. On a tick level, you're going to run into your resource limit pretty fast, especially on backtesting.
The simpler solution is to keep a container variable that starts at zero, then run this simple code:
Code:if (Position.MarketPosition != MarketPosition.Flat) { if(Position.MarketPosition == MarketPosition.Long) { if(High[0] > positionBestPriceLevel) positionBestPriceLevel = High[0]; } if(Position.MarketPosition == MarketPosition.Short) { if(Low[0] < positionBestPriceLevel) positionBestPriceLevel = Low[0]; } }
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