highest high historic

[matt3m]

Hi,

I have this code to calculate the highest high of the last 20 bars


double recent_highest_value = MAX(High, 20)[0];


However, I really want the highest high of the last 19 historic bars, not including the current bar. In other words, I need a concise code for calculating the highest value of bars[1...20], where bar[0], is the current bar. How can I do that?

Thanks,
Matt

[NinjaTrader_RyanM1]

Hi Matt,

You can apply indexing 1 to that MAX expression, to start evaluating 1 bar prior:

double recent_highest_value = MAX(High, 20)[1];

http://www.ninjatrader.com/support/forum/showthread.php?t=19346

[matt3m]

so that will evaluate 20 bars starting from 1 bar ago?

Thanks,
Matt

[matt3m]

Hi, I tried that the following

double highest_value = MAX(High, 12)[1]; //;highest high value over the last 20 periods
double lowest_value = MIN(Low, 12)[1];
Print("highest_value[1]: " + highest_value);
Print("lowest_value[1]: " + lowest_value);

, but I get the following message. It is out of bounds for some reason. I have more than 12 bars on the chart i am testing.


**NT** Enabling NinjaScript strategy 'test/951ccc5f3d3a487da338dc086fcded9f' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=True/ triggering 30 before close Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
**NT** Error on calling 'OnBarUpdate' method for strategy 'test/951ccc5f3d3a487da338dc086fcded9f': You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart.


Here is all the code



#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]

public class test : Strategy
{
#region Variables
// Wizard generated variables
private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion
//DateTime startTime;
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;

}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

double highest_value = MAX(High, 12)[1]; //;highest high value over the last 20 periods
double lowest_value = MIN(Low, 12)[1];
Print("highest_value[1]: " + highest_value);
Print("lowest_value[1]: " + lowest_value);

}

#region Properties
[Description("")]
[GridCategory("Parameters")]
public int MyInput0
{
get { return myInput0; }
set { myInput0 = Math.Max(1, value); }
}
#endregion
}
}

[NinjaTrader_RyanM1]

Yes, exactly. Will evalute lookback of 20 starting 1 bar ago.

You're running into this issue with the exception:

http://www.ninjatrader.com/support/forum/showthread.php?t=3170

You can resolve by adding:
if (CurrentBar < 1) return;