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    High[] and Low[] wrong values

    Hi,

    I am trying to develope an indicator, which schows me the Highest High and Lowest Low from the last 12 Candles excluding the current bar.
    But, when I look at the Chart, it is always showing wrong values.
    I have attached a picture from the following code, does someone know, where the error is?
    Thanks

    Code:
    protected override void OnBarUpdate()
            {
                try
                {
                    if (CurrentBar < 13) return;
                    // High der letzten 12 Kerzen bestimmen
                    double HiHi = High[1];
                    if(HiHi<High[2]) HiHi=High[2];
                    if(HiHi<High[3]) HiHi=High[3];
                    if(HiHi<High[4]) HiHi=High[4];
                    if(HiHi<High[5]) HiHi=High[5];
                    if(HiHi<High[6]) HiHi=High[6];
                    if(HiHi<High[7]) HiHi=High[7];
                    if(HiHi<High[8]) HiHi=High[8];
                    if(HiHi<High[9]) HiHi=High[9];
                    if(HiHi<High[10]) HiHi=High[10];
                    if(HiHi<High[11]) HiHi=High[11];
                    if(HiHi<High[12]) HiHi=High[12];
                    
                    // Low der letzten 12 Kerzen bestimmen
                    double LoLo = Low[1];
                    if(LoLo>Low[2]) LoLo=Low[2];
                    if(LoLo>Low[3]) LoLo=Low[3];
                    if(LoLo>Low[4]) LoLo=Low[4];
                    if(LoLo>Low[5]) LoLo=Low[5];
                    if(LoLo>Low[6]) LoLo=Low[6];
                    if(LoLo>Low[7]) LoLo=Low[7];
                    if(LoLo>Low[8]) LoLo=Low[8];
                    if(LoLo>Low[9]) LoLo=Low[9];
                    if(LoLo>Low[10]) LoLo=Low[10];
                    if(LoLo>Low[11]) LoLo=Low[11];
                    if(LoLo>Low[12]) LoLo=Low[12];
                    Print(Low[1]);
                    // Use this method for calculating your indicator values. Assign a value to each
                    // plot below by replacing 'Close[0]' with your own formula.
                    High.Set(HiHi);
                    Low.Set(LoLo);
                }
                catch(Exception ex)
                {
                    Print(ex.ToString());
                }
            }
    Attached Files

    #2
    Looks good here

    Works on ES.

    Is the internationalization an issue here?




    Code:
    			protected override void OnBarUpdate()
            {
                try
                {
                    if (CurrentBar < 13) return;
                    // High der letzten 12 Kerzen bestimmen
                    double HiHi = High[1];
                    if(HiHi<High[2]) HiHi=High[2];
                    if(HiHi<High[3]) HiHi=High[3];
                    if(HiHi<High[4]) HiHi=High[4];
                    if(HiHi<High[5]) HiHi=High[5];
                    if(HiHi<High[6]) HiHi=High[6];
                    if(HiHi<High[7]) HiHi=High[7];
                    if(HiHi<High[8]) HiHi=High[8];
                    if(HiHi<High[9]) HiHi=High[9];
                    if(HiHi<High[10]) HiHi=High[10];
                    if(HiHi<High[11]) HiHi=High[11];
                    if(HiHi<High[12]) HiHi=High[12];
                    
                    // Low der letzten 12 Kerzen bestimmen
                    double LoLo = Low[1];
                    if(LoLo>Low[2]) LoLo=Low[2];
                    if(LoLo>Low[3]) LoLo=Low[3];
                    if(LoLo>Low[4]) LoLo=Low[4];
                    if(LoLo>Low[5]) LoLo=Low[5];
                    if(LoLo>Low[6]) LoLo=Low[6];
                    if(LoLo>Low[7]) LoLo=Low[7];
                    if(LoLo>Low[8]) LoLo=Low[8];
                    if(LoLo>Low[9]) LoLo=Low[9];
                    if(LoLo>Low[10]) LoLo=Low[10];
                    if(LoLo>Low[11]) LoLo=Low[11];
                    if(LoLo>Low[12]) LoLo=Low[12];
                    Print(Low[1]);
                    // Use this method for calculating your indicator values. Assign a value to each
                    // plot below by replacing 'Close[0]' with your own formula.
                    //High.Set(HiHi);
                    //Low.Set(LoLo);
    	            Plot0.Set(HiHi);
    				Plot1.Set(LoLo);
                }
                catch(Exception ex)
                {
                    Print(ex.ToString());
                }
            }

    Code:
            #region Properties
            [Browsable(false)]	// this line prevents the data series from being displayed in the indicator properties dialog, do not remove
            [XmlIgnore()]		// this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
            public DataSeries Plot0
            {
                get { return Values[0]; }
            }
            public DataSeries Plot1
            {
                get { return Values[1]; }
            }
    Attached Files

    Comment


      #3
      Thank you for your help!
      I have a german Notebook with windows 10 and europe time and a demo version of ninjatrader. I hope it is not the demo, why it is not working.
      I have developed another indicator with Emas and Smas and there I had no problems, but I only worked with the Close[] prices.
      I have also tried it in other symbols, but it did not help.
      I have now attached the whole script, perhaps, I have made a mistake in the other regions:

      Code:
      #region Using declarations
      using System;
      using System.ComponentModel;
      using System.Diagnostics;
      using System.Drawing;
      using System.Drawing.Drawing2D;
      using System.Xml.Serialization;
      using NinjaTrader.Cbi;
      using NinjaTrader.Data;
      using NinjaTrader.Gui.Chart;
      #endregion
      
      // This namespace holds all indicators and is required. Do not change it.
      namespace NinjaTrader.Indicator
      {
          /// <summary>
          /// HighLow Oil
          /// </summary>
          [Description("HighLow Oil")]
          public class HighLowRange2 : Indicator
          {
              #region Variables
              // Wizard generated variables
              // User defined variables (add any user defined variables below)
              #endregion
      
              /// <summary>
              /// This method is used to configure the indicator and is called once before any bar data is loaded.
              /// </summary>
              protected override void Initialize()
              {
                  Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "High"));
                  Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "Low"));
                  Overlay                = true;
              }
      
              /// <summary>
              /// Called on each bar update event (incoming tick)
              /// </summary>
              protected override void OnBarUpdate()
              {
                  try
                  {
                      if (CurrentBar < 13) return;
                      // High der letzten 12 Kerzen bestimmen
                      double HiHi = High[1];
                      if(HiHi<High[2]) HiHi=High[2];
                      if(HiHi<High[3]) HiHi=High[3];
                      if(HiHi<High[4]) HiHi=High[4];
                      if(HiHi<High[5]) HiHi=High[5];
                      if(HiHi<High[6]) HiHi=High[6];
                      if(HiHi<High[7]) HiHi=High[7];
                      if(HiHi<High[8]) HiHi=High[8];
                      if(HiHi<High[9]) HiHi=High[9];
                      if(HiHi<High[10]) HiHi=High[10];
                      if(HiHi<High[11]) HiHi=High[11];
                      if(HiHi<High[12]) HiHi=High[12];
                      
                      // Low der letzten 12 Kerzen bestimmen
                      double LoLo = Low[1];
                      if(LoLo>Low[2]) LoLo=Low[2];
                      if(LoLo>Low[3]) LoLo=Low[3];
                      if(LoLo>Low[4]) LoLo=Low[4];
                      if(LoLo>Low[5]) LoLo=Low[5];
                      if(LoLo>Low[6]) LoLo=Low[6];
                      if(LoLo>Low[7]) LoLo=Low[7];
                      if(LoLo>Low[8]) LoLo=Low[8];
                      if(LoLo>Low[9]) LoLo=Low[9];
                      if(LoLo>Low[10]) LoLo=Low[10];
                      if(LoLo>Low[11]) LoLo=Low[11];
                      if(LoLo>Low[12]) LoLo=Low[12];
                      //LoLo=Close[1];
                      Print(Low[1]);
                      // Use this method for calculating your indicator values. Assign a value to each
                      // plot below by replacing 'Close[0]' with your own formula.
                      High.Set(HiHi);
                      Low.Set(LoLo);
                  }
                  catch(Exception ex)
                  {
                      Print(ex.ToString());
                  }
              }
      
              #region Properties
              [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
              [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
              public DataSeries High
              {
                  get { return Values[0]; }
              }
      
              [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
              [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
              public DataSeries Low
              {
                  get { return Values[1]; }
              }
      
              #endregion
          }
      }
      
      #region NinjaScript generated code. Neither change nor remove.
      // This namespace holds all indicators and is required. Do not change it.
      namespace NinjaTrader.Indicator
      {
          public partial class Indicator : IndicatorBase
          {
              private HighLowRange2[] cacheHighLowRange2 = null;
      
              private static HighLowRange2 checkHighLowRange2 = new HighLowRange2();
      
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              public HighLowRange2 HighLowRange2()
              {
                  return HighLowRange2(Input);
              }
      
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              public HighLowRange2 HighLowRange2(Data.IDataSeries input)
              {
                  if (cacheHighLowRange2 != null)
                      for (int idx = 0; idx < cacheHighLowRange2.Length; idx++)
                          if (cacheHighLowRange2[idx].EqualsInput(input))
                              return cacheHighLowRange2[idx];
      
                  lock (checkHighLowRange2)
                  {
                      if (cacheHighLowRange2 != null)
                          for (int idx = 0; idx < cacheHighLowRange2.Length; idx++)
                              if (cacheHighLowRange2[idx].EqualsInput(input))
                                  return cacheHighLowRange2[idx];
      
                      HighLowRange2 indicator = new HighLowRange2();
                      indicator.BarsRequired = BarsRequired;
                      indicator.CalculateOnBarClose = CalculateOnBarClose;
      #if NT7
                      indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                      indicator.MaximumBarsLookBack = MaximumBarsLookBack;
      #endif
                      indicator.Input = input;
                      Indicators.Add(indicator);
                      indicator.SetUp();
      
                      HighLowRange2[] tmp = new HighLowRange2[cacheHighLowRange2 == null ? 1 : cacheHighLowRange2.Length + 1];
                      if (cacheHighLowRange2 != null)
                          cacheHighLowRange2.CopyTo(tmp, 0);
                      tmp[tmp.Length - 1] = indicator;
                      cacheHighLowRange2 = tmp;
                      return indicator;
                  }
              }
          }
      }
      
      // This namespace holds all market analyzer column definitions and is required. Do not change it.
      namespace NinjaTrader.MarketAnalyzer
      {
          public partial class Column : ColumnBase
          {
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              [Gui.Design.WizardCondition("Indicator")]
              public Indicator.HighLowRange2 HighLowRange2()
              {
                  return _indicator.HighLowRange2(Input);
              }
      
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              public Indicator.HighLowRange2 HighLowRange2(Data.IDataSeries input)
              {
                  return _indicator.HighLowRange2(input);
              }
          }
      }
      
      // This namespace holds all strategies and is required. Do not change it.
      namespace NinjaTrader.Strategy
      {
          public partial class Strategy : StrategyBase
          {
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              [Gui.Design.WizardCondition("Indicator")]
              public Indicator.HighLowRange2 HighLowRange2()
              {
                  return _indicator.HighLowRange2(Input);
              }
      
              /// <summary>
              /// HighLow Oil
              /// </summary>
              /// <returns></returns>
              public Indicator.HighLowRange2 HighLowRange2(Data.IDataSeries input)
              {
                  if (InInitialize && input == null)
                      throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");
      
                  return _indicator.HighLowRange2(input);
              }
          }
      }
      #endregion
      Thanks!

      Comment


        #4
        Hi,

        I have tested more options and I see, when I only set
        Low.Set(Low[3]);

        the indicator should show the low 4 bars ago(0=current,1=1bar back etc.)?
        I have attached a picture with the code and the chart. Has someone ever seen this before, is this a bug of ninjatrader?

        Attached Files

        Comment


          #5
          Hello,

          It looks like you are using invalid names for your Plots.

          Low and High are DataSeries by default in NinjaScript so you have hidden the High and Low dataseries of actual market data and replaced them with your own:

          Code:
           [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
                  [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
                  public DataSeries High
                  {
                      get { return Values[0]; }
                  }
          
                  [Browsable(false)]    // this line prevents the data series from being displayed in the indicator properties dialog, do not remove
                  [XmlIgnore()]        // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove
                  public DataSeries Low
                  {
                      get { return Values[1]; }
                  }

          If you change the names of these to an acceptable name, the values should return to normal after removing the indicator from the chart completely and then re adding it.

          I look forward to being of further assistance.
          JesseNinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_Jesse View Post
            Hello,

            It looks like you are using invalid names for your Plots.

            Low and High are DataSeries by default in NinjaScript so you have hidden the High and Low dataseries of actual market data and replaced them with your own:

            Nice catch.. I completely missed that.. (especially after commenting out his stuff and using the sample code without using exactly what was there..).

            Comment


              #7
              Thank you very much, now everything is working perfectly!!

              Comment

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