How to find the previous 20 day high

[markus1000]

ok i added

if (CurrentBars[0] < 300 || CurrentBars[1] < 210)
         return;

at the beginning of onbarupdate

Statement is still being printed, but no trades

[koganam]

ok i added

if (CurrentBars[0] < 300 || CurrentBars[1] < 210)
         return;

at the beginning of onbarupdate

Statement is still being printed, but no trades

If you want to use such a large number of days for your filter, then your chart will need to have many more days than 200 loaded. How many days are loaded on your chart/strategy?

[markus1000]

im testing the strategy for several years, and i want to use the minimum of bars necessary to calculate it. But im still not sure why it isnt working, but it's printing the statement though

[NinjaTrader_JC]

Hello markus1000,

By Default NinjaTrader will use 256 for the MaximumBarsLookBack to conserve memory inside of your strategy. Here is a link to our Help Guide that goes over this property that you may view.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?maximumbarslookback.htm

I believe this is what you are referring to, otherwise could you give me an example.

Happy to be of further assistance.

[markus1000]

my problem is

if(Closes[1][0] > MAX(Closes[1], 200)[1]
	&& Closes[1][1]  > MAX(Closes[1], 200)[2]
	&& Closes[1][2] > MAX(Closes[1], 200)[3])
{
Print("Three consecutive days are greater than the last 200 days.");
}

does print the statement but doesn't produce trades, and i have no idea why.

[sledge]

my problem is

if(Closes[1][0] > MAX(Closes[1], 200)[1]
	&& Closes[1][1]  > MAX(Closes[1], 200)[2]
	&& Closes[1][2] > MAX(Closes[1], 200)[3])
{
Print("Three consecutive days are greater than the last 200 days.");
}

does print the statement but doesn't produce trades, and i have no idea why.

There is no code there to enter a trade.

Where is your EnterLong command ?

[markus1000]

the code is incorporated into a strategy that is working without it


Lets say i have a simple strategy, that is entering trades when RSI >90 (just an example).
But i only want to trade on days after

"Three consecutive days are greater than the last 200 days, or 3 new 200 day high in a row"

[koganam]

the code is incorporated into a strategy that is working without it


Lets say i have a simple strategy, that is entering trades when RSI >90 (just an example).
But i only want to trade on days after

"Three consecutive days are greater than the last 200 days, or 3 new 200 day high in a row"

Show us how you would write the code for that simple strategy. (Let your real secret-sauce remain in its bottle). If we can see that, and your code still triggers no trades, maybe we may be able to take a shot at seeing why.

Sometimes it is hard to figure things out in a code vacuum. For all we know, your combined conditions never trigger. The code that you are showing for "Printing" to the Output Window, is handling only one condition: the one about 200-day MAX.

[markus1000]

@koganam

yes thats right, code snipets are harder to interpret, i attached a simple strategy, just leave everythign in the strategy analyzer as default (close at the end of day, ...)

when i include the

if(Closes[1][0] > MAX(Closes[1], 200)[1]
	&& Closes[1][1]  > MAX(Closes[1], 200)[2]
	&& Closes[1][2] > MAX(Closes[1], 200)[3])
{
Print("Three consecutive days are greater than the last 200 days.");
}

no trades, without it i have a lot of trades

[sledge]

What is THAT doing there?

That would explain everything.

		if(Closes[1][0] > MAX(Closes[1], 200)[1]
	&& Closes[1][1]  > MAX(Closes[1], 200)[2]
	&& Closes[1][2] > MAX(Closes[1], 200)[3]
	
	
	)
	{Print("Three consecutive days are greater than the last 200 days.");}

[SIZE="7"][COLOR="Red"][I][B]{}{return;}[/B][/I][/COLOR][/SIZE]



?

@koganam

yes thats right, code snipets are harder to interpret, i attached a simple strategy, just leave everythign in the strategy analyzer as default (close at the end of day, ...)

when i include the

if(Closes[1][0] > MAX(Closes[1], 200)[1]
	&& Closes[1][1]  > MAX(Closes[1], 200)[2]
	&& Closes[1][2] > MAX(Closes[1], 200)[3])
{
Print("Three consecutive days are greater than the last 200 days.");
}

no trades, without it i have a lot of trades

[markus1000]

its there to make me look stupid

it should be

{Print("Three consecutive days are greater than the last 200 days.");}

else {return;}