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Excluding an event based on past period activity

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    Excluding an event based on past period activity

    Hopefully the topic is at least somewhat explanatory...

    Is there a method by which I could filter signals from getting triggered?

    Here is a sample scenario:
    If price bar low has gotten below a certain level at any point within a certain look back period do not generate a signal (even if the low would get back above that critical level).

    Cheers

    #2
    Hello MickeyHR,

    Yes, that would be possible to do. The best way you may be able to accomplish this would be to use the MIN method. Here is a link to our Help Guide that goes over this and demonstrates how to use this as well.
    http://www.ninjatrader.com/support/h...inimum_min.htm
    JCNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_JC View Post
      Hello MickeyHR,

      Yes, that would be possible to do. The best way you may be able to accomplish this would be to use the MIN method. Here is a link to our Help Guide that goes over this and demonstrates how to use this as well.
      http://www.ninjatrader.com/support/h...inimum_min.htm
      Thank's.

      I should have naturally stated that my aim is to have a changing critical value. Based on a moving average.

      So unfortunately according to my understanding, if the critical value (moving average) has increased to a value which is above a MIN based minimum of say 30 bars back it would create a false indication by basing the trigger on that past MIN which actually at that time was above the critical level.

      So... Are there any other methods I could use to include the look back period?

      Comment


        #4
        Hello MickeyHR,

        You can still do this if you would like to see the lowest price of a moving average. Since MIN takes in a Data Series, you can pass it an indicator like SMA and it will still function the same.

        Example:

        int lowestSMAValue = MIN(SMA(14), 4);
        JCNinjaTrader Customer Service

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