Swing Point High/Lows, Convert from TS

[sanetrader]

can anyone help with converting this code from tradestation into ninja trader. it is very close the the indicator already in ninja called "swing" but the conditions are a bit different. also it plots different. i have it plotting a single dot in TS instead of the dotted lines that the "swing" indicator plots. the problem with the "swing indicator" is that it plots too many swing highs/lows. i would greatly appreciate the help in converting over. also i am attaching a photo of how it appears in tradestation.


{Confirmation Entries
This plots swing highs/lows with a strength of 2 bars on each side, on the condition that there is a
close above/below the high/low the bar after the said swing bar.
}

inputs:
buyColor(Green),
sellColor(Red);
variables:
highBarsAgo(1),
possibleHighBarsAgo(1),
possibleHigh(-2),
hightoBeat(-1),
barsSincePaint(1),
lowBarsAgo(1),
possibleLowBarsAgo(1),
possibleLow(10000001),
lowtoBeat(10000000),
triggerPriceSell(-1),
triggerPriceBuy(1000000),
trend(1),
_UP(1),
_DOWN(-1),
_ON(1),
_OFF(-1);


//************************************************** *
//****** Find and plot the highest swing high *******
//************************************************** *

if trend = _UP then begin
if swingHighBar(1,H,2,barsSincePaint+2) > -1 then begin
possibleHighBarsAgo = swingHighBar(1,H,2,barsSincePaint+2);
possibleHigh = H[possibleHighBarsAgo];
end;

if possibleHigh >= hightoBeat then begin
highBarsAgo = possibleHighBarsAgo;
hightoBeat = possibleHigh;
triggerPriceSell = L[HighBarsAgo - 1];
end;

if C < triggerPriceSell and
highest(high,highBarsAgo) < hightoBeat then begin
plot1[highBarsAgo](H[highBarsAgo],"",sellColor);
alert("Scalper Sell");
trend = _DOWN;
barsSincePaint = highBarsAgo-1;
hightoBeat = -1;
lowtoBeat = 10000000;
triggerPriceBuy = 10000000;
triggerPriceSell = -1;
highBarsAgo = 1;
possibleHigh = -2;
end;

end;

//************************************************** *
//****** Find and plot the lowest swing low *********
//************************************************** *

if trend = _DOWN then begin
if swingLowBar(1,L,2,barsSincePaint+2) > -1 then begin
possibleLowBarsAgo = swingLowBar(1,L,2,barsSincePaint+2);
possibleLow = L[possibleLowBarsAgo];
end;

if possibleLow <= lowtoBeat then begin
lowBarsAgo = possibleLowBarsAgo;
lowtoBeat = possibleLow;
triggerPriceBuy = H[LowBarsAgo - 1];
end;

if C > triggerPriceBuy and
lowest(L,lowBarsAgo) > lowtoBeat then begin
plot1[lowBarsAgo](L[lowBarsAgo],"",buyColor);
alert("Scalper Buy");
trend = _UP;
barsSincePaint = lowBarsAgo-1;
possibleLow = 10000001;
lowtoBeat = 10000000;
hightoBeat = -1;
triggerPriceBuy = 10000000;
triggerPriceSell = -1;
lowBarsAgo = 1;
end;

end;

barsSincePaint = barsSincePaint+1;
if trend = _UP then highBarsAgo = highBarsAgo + 1;
if trend = _DOWN then lowBarsAgo = lowBarsAgo + 1;

[samironthemove]

Hey, did you ever accomplish the conversion? I'm currently looking for the same modification.

[koganam]

Hey, did you ever accomplish the conversion? I'm currently looking for the same modification.

Why; when NT already has an indicator that does the same thing? It is called the Swing indicator. You can even set the strength that you desire, instead of it being hardcoded to a value of 2.

[samironthemove]

The thing I don't like about the NT Swing is that it plots multiple dots. I would like to see one black dot at each swing only. I'm also not sure what the Strength parameter is for. Could you explain? I have no coding knowledge obviously but is it possible to modify the NT Swing to what I have in mind? Thank you

[koganam]

The thing I don't like about the NT Swing is that it plots multiple dots. I would like to see one black dot at each swing only. I'm also not sure what the Strength parameter is for. Could you explain? I have no coding knowledge obviously but is it possible to modify the NT Swing to what I have in mind? Thank you

Per the original poster: "This plots swing highs/lows with a strength of 2 bars on each side, on the condition that there is a close above/below the high/low the bar after the said swing bar." So strength is the number of bars on each side of the swing, the number used to qualify the swing. If you want a strength of 2, then change the parameter to read so.

It should be possible to edit the existing indicator to do that which you want. Or you can seek to acquire this one. Your choice. ref: http://ninjatrader.com/support/forum...57&postcount=2

[aligator]

The thing I don't like about the NT Swing is that it plots multiple dots. I would like to see one black dot at each swing only. I'm also not sure what the Strength parameter is for. Could you explain? I have no coding knowledge obviously but is it possible to modify the NT Swing to what I have in mind? Thank you

You are correct samironthemove. Regardless of how you change the value for the Strength, as suggested by koganam, you would still see repeated highs and lows, depending on the time frame and strength value you are using.

I think perhaps you can use the ZigZigUTC_v5 indicator. It has an extra criteria in addition to the strength (number of bars before and after the swing high or low) that requires the last bar forming the swing to close below or above of the swing bar, respectively. This filter eliminates some of the extra "dots."

Cheers!

[koganam]

Hi koganam,

The logic for NT Swing indicator is wrong. See my response to your post here:

http://ninjatrader.com/support/forum...279#post443279

You must not have looked at the link that I posted in response to your post, and in this thread. That indicator, optionally, does as you say. Heck, you can even if you choose, see all the points that got negated if you want (they are shown in a different color, which you can specify).

[aligator]

The thing I don't like about the NT Swing is that it plots multiple dots. I would like to see one black dot at each swing only. I'm also not sure what the Strength parameter is for. Could you explain? I have no coding knowledge obviously but is it possible to modify the NT Swing to what I have in mind? Thank you

samironthemove,

Can you please post a screenshot of your TS indicator applied to a most recent 5 minutes (or whatever) chart of any of the futures, ES, NQ, CL, etc. so that we can confirm a conversion matches your code? Make sure the instrument, date, period, etc. and time and price axis are shown on your screenshot.

Thanks.

On a second look at ZigZagUTC_5, I beleive it is what you want. If you use Strength of 2, it is the same as strength of 5 on NT Swing indicator and does not repeat highs or lows.

Cheers!

[aligator]

You must not have looked at the link that I posted in response to your post, and in this thread. That indicator, optionally, does as you say. Heck, you can even if you choose, see all the points that got negated if you want (they are shown in a different color, which you can specify).

You are correct, I did not. I deleted that post. But to be clear, the logic for NT Swing is not for a true swing.

Chreers!

[samironthemove]

alligator, I found the ZigZagUTG and when I set it to only plot the dots it is exactly what I was looking for Thank you!