How to tag highs/lows for later comparision

[CaptainAmericaXX]

Hello,
By using Print() I'm able to see the CurrentBar # and High/Low price for a certain period.
For example:

Print(Time[0] + " Lowest Low = " +  lowest_low);//gets most recent low
Print(Time[0] + " Lowest Low Bar # is " + lowLine);//gets bar # at most recent low
Print(Time[0] + " CurrentBar # is " + CurrentBar);//current bar when condition is met

I would now like to compare those numbers and prices. For instance bar 558 had a high of 49.12 and bar 591 had a high of 50.33, and bar 850 had a high of 50.55. Just using a lookback period isn't working. A loop might work, but I'm not sure how to do it. Can someone give me some help with this please?

[NinjaTrader_PaulH]

Hello CaptainAmericaXX,

Thanks for your post.

Not entirely certain what your goal is but you can use the MAX and MIN methods to find the high and low over a period of time.

MAX(High, 20)[0] will produce the highest value in the previous 20 bars looking at each bars High value.
MIN (Low, 20)[0] will produce the lowest value in the last 20 bars looking at each bars Low value.

http://ninjatrader.com/support/helpGuides/nt7/?maximum_max.htm

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

[CaptainAmericaXX]

Paul,
Thanks for your reply. Sorry for being unspecific. The Max/Min won't work in this case as the barsAgo will never be a specific period. The highs (for example) could be 10 bars apart or 100. I'll never know until the market does it's thing. I can however tag those high's and print the specific bar number associated with that specific high. My question is: Is there a way to say, "High's were made on bars 550, 571, and 900. Which of those was highest?" Is there a way to make a specific variable for each high and then compare the prices associated with those variables?

[NinjaTrader_PaulH]

Hello CaptainAmericaXX,

Thanks for your reply.

There are a number of ways that this can be done. It almost sounds like you might want to consider using the Swing indicator as that will identify the swing high/low points and allow you to go back and get them. Please see the helpguide here: http://ninjatrader.com/support/helpG...nt7/?swing.htm

Alternatively if you can define an algorithm for determining what point you want to keep and what to not keep, you could keep a simple array. Example where lastSavedHigh is the previous high.

if (High[0] > lastSavedHigh) highArray[2] = High[0] (or highArray[2] = CurrentBar)

Or if you do a double array you can save price and bar

if (High[0] > lastSavedHigh) highArray[2])
{
highArray[2,0] = High[0];
highArray[2,1] CurrentBar;
}

Here is a C# reference to arrays: https://msdn.microsoft.com/en-us/library/9b9dty7d.aspx

[CaptainAmericaXX]

Paul,
Thank you for the idea on arrays. I believe that the double array is the answer to my issue. However I have never understood arrays. I did study the msdn reference info you directed me to and I'm still lost. I know you guys aren't there to teach basic programming BUT could you throw me a few more bones? I'm unsure of how to declare this array and then how to use the array after the condition. I have the algorithm worked out, just need to understand the array.
Thanks

[NinjaTrader_PaulH]

Hello CaptainAmericaXX,

Thanks for your reply.

In the region variables:

private double [ , ] nameofyourarray;

Initialize section:

nameofyourarray - new double [9,1]; // where 9 and 1 are real integer values to specify the size of each side. As this is zero based, 9 x1 is really 10 x 2. You can of course use whatever numbers you wish. You could specify it as a [10,2] understanding that it is really 11 x 3 but then you can use the numbers 1 -10 and 1-2 as needed.

In the onbarupdate() section (using the zero based array)

nameofyourarray[0,0] = ...... Price of first high
nameofyourarray[0,1] = ...... Bar of first high

nameofyourarray[1,0] = ...... Price of second high
nameofyourarray[1,1] = ...... Bar of second high

nameofyourarray[2,0] = ...... Price of third high
nameofyourarray[2,1] = ...... bar of third high

[oldhiker]

How to tag highs/lows for later comparison

Hello Paul,
I have been searching for a way to tag double values, thank you. However, I do not understand the meaning of your statement;-
nameofyourarray - new double [9,1]; // where 9 and 1 are real integer values to specify the size of each side
What does the 1st index refer to and what does the 2nd index refer to?

I am looking at two double values in FX trades, ( High + 'x' pips and Low - 'y' pips) to provide price values for Entry and Exit Stop Orders. For Long trade, I want to keep the first EnterLongStop value to remain active, even if higher values occur before the Order is Executed.
Then to exit a Long order, I want the highest value to be used in the ExitLongStop order, even if more and lower values are found, before the Exit order is executed.
My attempt is shown below:-
private double [ , ] bGa;
private double [ , ] iSLa;

bGa = new double [2,2];
iSLa = new double [2,2]; I don't know if the [2,2] is correct

These occur on the same candle
bGa[0,0] = (High[0] + FxBG * TickSize);
bGa[0,1] = CurrentBar;
iSLa[0,0] = (Low[0] - FxISL * TickSize);
iSLa[0,0] = CurrentBar;

To say that I do not know what I am doing is an understatement, so any help would be much appreciated.
Thank you from oldhiker

[NinjaTrader_PaulH]

Hello oldhiker,

Thanks for your post.

The statement nameofyourarray - new double [9,1]; contains a typo and should be nameofyourarray = new double [9,1]; What it is doing is to declare a new 2 dimensional array. It may be easier to suggest that the 2 dimensional array is like a spreadsheet, so one number is how many rows and the other is how many columns. So in the example there are 10 rows numbered 0 - 9 and 2 columns numbered 0 & 1.

In your example:
bGa[0,0] = (High[0] + FxBG * TickSize);
bGa[0,1] = CurrentBar;
iSLa[0,0] = (Low[0] - FxISL * TickSize);
iSLa[0,0] = CurrentBar;

I think your last one is overwriting the previously placed low value with the currentbar number. The index should be iSLa[0,1] = CurrentBar;

This link may be of some help: http://www.tutorialspoint.com/csharp...nal_arrays.htm

[oldhiker]

How to tag highs/lows for later comparison

Hello Paul, your description and the link to the C# tute was most enlightening. Now I have an understanding, using the spreadsheet reference.

[oldhiker]

How to tag highs/lows for later comparison

Paul, your specific reference is a gold mine for information on may other aspects of C#, that will allow me to get a better understanding of the coding in NinjaTrader.
A late Christmas present that will be very useful in future.