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Getting the max price from the past x ticks

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  • NinjaTrader_Jesse
    replied
    Hello jertrade,

    You can find a sample of the MAX here:
    https://ninjatrader.com/support/help...aximum_max.htm

    Assuming the series being used is a 1 tick series, the syntax would be the same as the sample replacing the 20 with 5 for your use case.



    I look forward to being of further assistance.

    Leave a comment:


  • jertrade
    replied
    Originally posted by NinjaTrader_Jesse View Post
    On a 1 tick series, you could just use the Max indicator with a lookback of 5. If you are using a different time frame, you would need to create logic to gather the last 5 ticks and then see which is the biggest number of those 5 numbers.
    I am thinking, because I am building a scalping script, about using ticks. I thought about using seconds or minutes but I think that I am going to miss out on too many opportunities. Given this information, what would the syntax be for the Max indicator with a look back of 5 be? I cannot seem to find it.

    Leave a comment:


  • NinjaTrader_Jesse
    replied
    Hello jertrade,

    Can you provide more detail about how this code would be used and executed? Are you using a 1 tick series or something else?

    On a 1 tick series, you could just use the Max indicator with a lookback of 5. If you are using a different time frame, you would need to create logic to gather the last 5 ticks and then see which is the biggest number of those 5 numbers. You can do that in a variety of ways, most would involve a loop and a variable which denotes the currently found max value. For this question, I would suggest doing a general web search for C# solutions as well. For example "C# find max value of array" or "C# find max value of List" are a couple of more simple ways to approach this concept.

    If you have tried something which is not working, it also helps to provide a specific example instead of pseudo code.

    I look forward to being of further assistance.

    Leave a comment:


  • jertrade
    started a topic Getting the max price from the past x ticks

    Getting the max price from the past x ticks

    I'm trying to get the max price from the past x number of ticks but I just don't know how to write that into the script. Ideally I would want to use something like maxbars = max.bars[5]; and this example would be looking at the past 5 ticks to get the max price, but I am not getting the max price from this and am stuck. Where am I messing up?
    Last edited by jertrade; 07-17-2019, 02:57 PM.

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