defining a timeperiod?

[sosMsos]

Can anyone please tell me how to define and use a timeframe in NT?

Maybe someone can translate the short example into a code for better understanding.

Its part of a tiny and simple 90% winning strategy i attached below. Though the trigger doesnt occure very often on a daily bar chart, you can use smaller time frames to trade. It works on any timeframe!
Would be great if someone could translate that into a code and post it or send it to me via email: [email protected]

Thanks in advance!

Example:

If RSI (4) was >=70 during the last (-1)-(-20) bars and cross below 30 on bar 0
then enter short.


In the condition builder, if i use the "bars ago" feature it only compares the current value with the value of exact # of bar ago. There is no possibility to campare current value to a value during a timeframe.
------------------------------------------------------------

Here is the complete strategy!

If RSI 4 was below 30 during last 20 bars
If RSI 9 was above 70 during last 5 bars
If RSI 4 was above 70 during last 5 bars
-----------
If RSI cross below 30 during last 5 bars

enter short
-------------
if RSI 9 <= 30 (or cross below 30)

exit short.


This can be mirrored for a long position

[NinjaTrader_Bertrand]

Welcome to our forums here - for getting started in NinjaScript I would suggest those tutorials -

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

For your code I think you're looking for the CountIf method -

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

For a professional code conversion please look into this page from our website where several consultants specialized in this service are showcased -

http://www.ninjatrader.com/partners#NinjaScript-Consultants

[sosMsos]

Hello can someone help out please, check the code?

I have coded the strategy above but, backtesting gives no results:

thats the Idea:

If RSI 4 was below 30 during last 20 bars
If RSI 9 was above 70 during last 5 bars
If RSI 4 was above 70 during last 5 bars
-----------
If RSI cross below 30 during last 5 bars

enter short
-------------
if RSI 9 <= 30 (or cross below 30)

exit short.


->mirrored for a long position
---------------------------------------

thats the 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.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// thrust strategy
/// </summary>
[Description("thrust strategy")]
public class RSIindicator : Strategy
{
#region Variables
// Wizard generated variables
private int rSIperiod01 = 4; // Default setting for RSIperiod01
private int rSIPeriod02 = 9; // Default setting for RSIPeriod02

// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Add(RSI(RSIperiod01, 4));
Add(RSI(RSIPeriod02, 9));

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CountIf(delegate {(RSI(RSIperiod01, 0).Avg[0] < 30)
;}, 20)
&&
if (CountIf(delegate {(RSI(RSIperiod01, 0).Avg[0] >= 70)
;}, 5)
&&
if (CountIf(delegate {(RSI(RSIperiod02, 0).Avg[0] >= 70);}, 5)
&&
if CrossBelow(RSI(RSIperiod01, 0).Avg, 30, 1);
{
EnterShort(DefaultQuantity, "");
}

// Condition set 2
if (RSI(RSIPeriod02, 0).Avg[0] <= 30)
{
ExitShort("", "");
}

// Condition set 3

if (CountIf(delegate {(RSI(RSIperiod01, 0).Avg[0] > 70)
;}, 20)
&&
if (CountIf(delegate {(RSI(RSIperiod01, 0).Avg[0] <= 30)
;}, 5)
&&
if (CountIf(delegate {(RSI(RSIperiod02, 0).Avg[0] <= 30);}, 5)
&&
if CrossAbove(RSI(RSIperiod01, 0).Avg, 70, 1);
{
EnterLong(DefaultQuantity, "");
}

// Condition set 4
if (RSI(RSIPeriod02, 0).Avg[0] >= 70)
{
ExitLong("", "");
}

}
}

#region Properties
[Description("RSI Period 1")]
[GridCategory("Parameters")]
public int RSIperiod01
{
get { return rSIperiod01; }
set { rSIperiod01 = Math.Max(1, value); }
}

[Description("RSI Period 2")]
[GridCategory("Parameters")]
public int RSIPeriod02
{
get { return rSIPeriod02; }
set { rSIPeriod02 = Math.Max(1, value); }
}

[Description("Stop Loss Offset")]
[GridCategory("Parameters")]
public int StopLoss
{
get { return stopLoss; }
set { stopLoss = Math.Max(1, value); }
}
#endregion
}
}

[NinjaTrader_Brett]

Hello,

Thanks for your note.

I dont see any off at first look. I would need to test it on my side.

Unfortunately when I copy the code into my NinjaTrader I cannot get it to compile most likely missing a } somewhere when you copied it in.

However lets do this first.

First please add Print(); statements tyo your code in your If Statements. We need to verify that they are running and continue adding Print()'s and printing out variables until we find where the error is.

Please see this guide on how to do this.

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

Also, please insure you have data for the instrument your trying to backtest.

If you are still having trouble tracking it down please let me know.

[sosMsos]

Thanks for the reply Brett. I have also problems with compiling. Though even when i use the condition builder alone, unlock code then compile (without any additional coding) compiling gives error messages.

Can you give a brief example how to insert the print() code?

-> if (CountIf(delegate {(RSI(RSIperiod01, 0).Avg[0] < 30) ;}, 20)

[NinjaTrader_Brett]

Hello,

First, please before we worry about the prints.

We need to have code the compiles.

What compile errors are you getting and what lines are reported by the compiler as having issue.

Please post the entire code lines for these that are in error and I can attempt to assist.

I look forward to assisting you further.

[sosMsos]

Thanks Brett:
Here the error messages (error in code marked red), the errors i did not code. these codes were attached by NT itself after compiling what was build in the wizzard before, after unlocking the code to attache the coding for the "Countif" commands :



line 21-22:
[Description("thrust strategy")]
public class RSIindicator : Strategy

line 93-96:
#region Properties
[Description("RSI Period 1")]
[GridCategory("Parameters")]
public int RSIperiod01


line 101-104:

#region Properties
[Description("RSI Period 1")]
[GridCategory("Parameters")]
public int RSIperiod01

line 110-112:

[Description("RSI Period 2")]
[GridCategory("Parameters")]
public int RSIPeriod02

line 118-120:

[Description("Stop Loss Offset")]
[GridCategory("Parameters")]
public int StopLoss
--------

119:

}

127:

}

This is strange, that he indicates a bracket error in line 119, cause the same bracket error is valid for line 127 end of document. In fact the line 119 he marked as bracket error does not exist this way. See error message line 118-120.

[NinjaTrader_RyanM1]

Hello sosMsos,

What may work best is first copying over the critical elements of those scripts into notepad or another text editor, and then deleting and recreating the scripts.

If you have a bracket in the wrong place or are missing one, it can be challenging to track down for a beginner, so it's best to start over with a fresh new template to work from.

[sosMsos]

Hi i have now eliminated all coding errors, and it works.
Though when i add the the last "if" condition,
during backtesting i dont get any trades.But without it i dont get what i want.
May check with SPY daily.

Are these conditions setting each other off?

Strategy should be:
if RSI4 was at least one time below 30 for the last 20 bars
if RSI4 was at least one time above 70 for the last 20 bars
if RSI9 was at least one time above 70 for the last 5 bars
and if RSI4 crossed below 30 during the last 5 bars

then enter short

exit short if RSI9 crosses 30

Here is the coding:

#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.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// test
/// </summary>
[Description("test")]
public class test : Strategy
{
#region Variables
// Wizard generated variables
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
Add(RSI(4, 0));
Add(RSI(9, 0));

CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
if (CountIf(delegate {return (RSI(4, 0).Avg[0] <=30);}, 20) >1)
if (CountIf(delegate {return (RSI(4, 0).Avg[0] >= 70);}, 20) >1)
if (CountIf(delegate {return (CrossBelow(RSI(9, 0).Avg, 70, 1));}, 5) >1)
if (CountIf(delegate {return (CrossBelow(RSI(4, 0).Avg, 30, 1));}, 5) >1)
{

EnterShort(DefaultQuantity, "");
}
// Condition set 2
if (RSI(9, 0).Avg[0] <= 30)
{
ExitShort("", "");
}
}

#region Properties
#endregion
}
}

[sosMsos]

Update: everything is working fine now. But its not right the idea i have in mind. Maybe i need a nother counting method. The code doesnt differentiate between the last 5 bars and the last 20 bars it should in fact be last 20bars before the last 5 bars. I dont know from where NT starts counting the bars. The events that should happen in the last 5 bars, NT is mixing together with the events that should happen in the last 20 bars to give a trigger.

Idea is that:
RSI4 wents during the last 20 bars from overbought (70) to oversold (30) and during the last 5 bars from oversold to overbought.
+
RSI9 crosses above oversold (30) during last 5 bars.
The (working!) code that i thought would track that behavior is here, but its not doing it right:

if (CountIf(delegate {return (CrossBelow(RSI(4, 0).Avg, 70, 1));}, 20) >0)
if (CountIf(delegate {return (CrossBelow(RSI(4, 0).Avg, 30, 1));}, 20) >0)
if (CountIf(delegate {return (CrossAbove(RSI(9, 0).Avg, 30, 1));}, 5) >0)
if (CountIf(delegate {return (CrossAbove(RSI(4, 0).Avg, 70, 1));}, 5) >0)
if (CountIf(delegate {return (CrossAbove(RSI(4, 0).Avg, 30, 1));}, 5) >0)
{
EnterLong(DefaultQuantity, "");
}
Any ideas how to improve the code?

[sosMsos]

update:
i have solved everything on my own, dont need any more help on this issue
- you can close thead

[NinjaTrader_VinceB]

Hi,

Thanks for letting us know. We will close this thread.

Enjoy the upcoming week and Happy Trading!!