CrossAbove BarsArray[1] and Close[1]

[darmbk]

Hi,

Questions on CrossAbove() using the secondary time period.

[1] CrossAbove(BarsArray[1],EMA(BarsArray[1],14),5);

Does this test the following: Did any part of a secondary-period candle touch below but close above the secondary-period's EMA over the last 5 candles. That is if candle one closed above but had a low below and candle two had a close above then is that deemed to be a cross above when using the BarsArray as an input? I'm getting results I don't understand using BarsArray instead of Close. I presume with Close as the input if candle one closes below and candle two closes above then this is a cross above when using Close.

[2] CrossAbove(BarsArray[1],EMA(BarsArray[1],10)[0],5);

Is the '[0]' incorrect because this has CrossAbove taking a single element rather than array in its second variable?

[3] CrossAbove(Close[1],EMA(BarsArray[1],10),5);

If I want to only check that a cross above has occurred based on adjacent candle closes of the secondary period, is the above correct? Is Close[1] the close of the second candle of the primary period or an array of closes for the secondary period?

[4] Is it possible to use CrossAbove comparing arrayOne[n element] against ArrayTwo[n-1 element] over a given number of preceding candles.

Many thanks,
darmbk.

[NinjaTrader_RyanM1]

Hi darmbk,

Hi,

Questions on CrossAbove() using the secondary time period.

[1] CrossAbove(BarsArray[1],EMA(BarsArray[1],14),5);

Does this test the following: Did any part of a secondary-period candle touch below but close above the secondary-period's EMA over the last 5 candles. That is if candle one closed above but had a low below and candle two had a close above then is that deemed to be a cross above when using the BarsArray as an input? I'm getting results I don't understand using BarsArray instead of Close. I presume with Close as the input if candle one closes below and candle two closes above then this is a cross above when using Close.

.

For your example to cross above requires this:
BarsArray[1][1] < EMA(BarsArray[1], 14)[1] &&
BarsArray[1][0] >= EMA(BarsArray[1], 14)[0]

In English it means that on prior bar the BarsArray is below EMA and on current bar is greater or equal to the ema. Since you have a lookback of 5, cross above will evaluate true if this condition occurs on any of the last 5 bars. It may help to Print the current [0] and prior [1] values for each to output window to better see what's going on. This page can help with using print statements:

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

[2] CrossAbove(BarsArray[1],EMA(BarsArray[1],10)[0],5);

Is the '[0]' incorrect because this has CrossAbove taking a single element rather than array in its second variable?

Nothing incorrect there. For CrossAbove/Below one value must be a series but the other can be a double. You can see supported overloads here:

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

[3] CrossAbove(Close[1],EMA(BarsArray[1],10),5);

If I want to only check that a cross above has occurred based on adjacent candle closes of the secondary period, is the above correct? Is Close[1] the close of the second candle of the primary period or an array of closes for the secondary period?

Close[1] is the prior value and will depend on the BarsInProgress context. More information is available here on working with multiple time frames:
http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm

[4] Is it possible to use CrossAbove comparing arrayOne[n element] against ArrayTwo[n-1 element] over a given number of preceding candles.

It's not possible to change CrossAbove hard coded behavior. If both inputs are series, then it compares [0] and [1] for both arrays to determine crossing. If one input is a double, then it checks that the series crossed above that double value.

[darmbk]

Thanks Ryan,

I understand [2] and [4] but need a little clarity on [1] and [3].

[1] The help on BarsArray does not give an example of what an element in BarsArray is. If a given bar has OHLC of (90, 100, 70, 80) what would BarsArray return as its value?

[3] Based on the help file, I need to use Closes[1], and not Close[1], to refer to the array of bar close values for the secondary time frame. Correct?

Cheers,
darmbk.

[NinjaTrader_RyanM1]

Good question. BarsArray will be the Close value, or 80 in your OHLC example.

Correct - Closes[1] refers to array of close values for secondary time frame.

[darmbk]

Hi Ryan,

One final question on your last answer. Is Closes[2] = BarsArray[2] = array of closing values for the third time frame specified by the user; and Closes[1][3] = BarsArray[1][3] = the third closing value in the second time frame array.

Many thanks,
darmbk.

[NinjaTrader_Matthew]

You understand correctly.

Closes[2]/BarsArray[2] would be the array of closing values for the 3 time frame.

Closes[1][3] woudl be the 3rd closing value for the second time frame.