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**NinjaTrader_PaulH** · 01-13-2022, 01:49 PM

Hello PaulMohn,

Thanks for your reply.

So your chart bars are 1 minute and you have one added data series which is a 1 tick bid series of the chart instrument.

When the 1 minute bars call OnBarUpdate this would be BarsInProgress == 0. The current bar data would be access by Opens[0][0], Highs[0][0], Lows[0][0], and Closes[0][0]. The previous bar would be accessed by Opens[0][1], Highs[0][1], Lows[0][1], and Closes[0][1].

To help with some of the concepts that may not be clear I have created a short example. I applied this to a futures chart of just 1 day of data to keep the amount of tick information down.

It will add a 1 tick bid series.

I created a pretend entry and exit by using the bar numbers from the chart. From charts bars 21 - 30 was the duration of the "trade" and during that period I pulled each tick and checked for the max value. On the 30th bar, I print the value found and draw a vertical line on the chart to show where it occurred.

I hope this helps.

ExampleMaxValue.zip

**PaulMohn** · 01-13-2022, 05:41 PM

Yes that helps a lot thank you. That's a great example. Taking some time to grasp the new concepts with the CurrentBars special checks, and the narrow bool use and special 21 - 30 testing interval demonstration idea.
It seems with your example I wouldn't need to save the bar numbers for the MAX() function use and could use instead the myMaxBid2 variable directly (not sure will test tomorrow) but the example is great to show how to do save the bar number too with the Draw.VerticalLine example.
I've been thinking about it and it seems I could even get the EntryBar single first Bar number/index by adding for example a EntryBar = CurrentBars[1]; action inside the bool/doitonce2 if statement scope and retrieve it that way (not sure will test tomorrow).
I'll test tomorrow asap. Many thanks again, you've been very helpful. Very much appreciate the great illustration.

**PaulMohn** · 01-14-2022, 05:59 AM

Hello Paul your code is working very well as intended. Thank you very much for the great insights and effective help!

I got the isolated EntryBar (A0, A1, A2) in the prints (won't need it for this project but it's good to know how to do it thanks!)

I also checked the whole execution with the prints below to understand exactly how it was processed

A0 (EntryBar before bool doitonce2 if statement executes)
A1 (EntryBar while/just after bool doitonce2 if statement executes)
A2 (EntryBar after Max Bid code)

B0 (myBid2 after doitonce2 and before Closes[1][0]; assignment executes)
B1 (myBid2 after Closes[1][0]; assignment and before Max Bid code executes)
B2 (myBid2 while/just after Max Bid code executes)
B3 (myBid2 after and out Max Bid code)

C0 (myMaxBid2 after doitonce2 and before Closes[1][0]; assignment executes)
C1 (myMaxBid2 after Closes[1][0]; assignment and before Max Bid code executes)
C2 (myMaxBid2 while/just after Max Bid code executes)
C3 (myMaxBid2 after and out Max Bid code)

D0 (peakBar after and out Max Bid code)

Code:

[B]A0 14/01/2022 12:23:00 0[/B]
[B]A1 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 0
C0 14/01/2022 12:23:00 0
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 0
B2 14/01/2022 12:23:00 83.2
C2 14/01/2022 12:23:00 83.2
A2 14/01/2022 12:23:00 9
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.2
D0 14/01/2022 12:23:00 9
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.2
C0 14/01/2022 12:23:00 83.2
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 83.2
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.2
D0 14/01/2022 12:23:00 9
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.2
C0 14/01/2022 12:23:00 83.2
B1 14/01/2022 12:23:00 83.21
C1 14/01/2022 12:23:00 83.2
B2 14/01/2022 12:23:00 83.21
C2 14/01/2022 12:23:00 83.21
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.21
C3 14/01/2022 12:23:00 83.21
D0 14/01/2022 12:23:00 20
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.21
C0 14/01/2022 12:23:00 83.21
B1 14/01/2022 12:23:00 83.21
C1 14/01/2022 12:23:00 83.21
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.21
C3 14/01/2022 12:23:00 83.21
D0 14/01/2022 12:23:00 20
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.21
C0 14/01/2022 12:23:00 83.21
B1 14/01/2022 12:23:00 83.21
C1 14/01/2022 12:23:00 83.21
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.21
C3 14/01/2022 12:23:00 83.21
D0 14/01/2022 12:23:00 20
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.21
C0 14/01/2022 12:23:00 83.21
B1 14/01/2022 12:23:00 83.22
C1 14/01/2022 12:23:00 83.21
B2 14/01/2022 12:23:00 83.22
C2 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.22
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.22
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.2
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.2
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.19
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.19
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.19
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.21
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.21
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.21
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.21
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.21
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
A0 14/01/2022 12:23:00 9
B0 14/01/2022 12:23:00 83.21
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25
[B]A0 14/01/2022 12:23:00 9[/B]
B0 14/01/2022 12:23:00 83.2
C0 14/01/2022 12:23:00 83.22
B1 14/01/2022 12:23:00 83.2
C1 14/01/2022 12:23:00 83.22
[B]A2 14/01/2022 12:23:00 9[/B]
B3 14/01/2022 12:23:00 83.2
C3 14/01/2022 12:23:00 83.22
D0 14/01/2022 12:23:00 25

PHP Code:

namespace NinjaTrader.NinjaScript.Strategies
{
     public class BidAskIncDecr : Strategy
     {
          private int peakBar;
          private double myMaxBid2;
          private double myBid2;
          private bool doitonce2;

          private double maxBid;

          private int EntryBar;

          ...

          protected override void OnStateChange()
          {
               if (State == State.SetDefaults)
               {
                    ...

                    IsUnmanaged = true;

                    doitonce2 = true;

               }
               else if (State == State.Configure)
               {
                    // Add a secondary data series to sync our Secondary Series<double>
                    AddDataSeries(null, BarsPeriodType.Tick, 1, MarketDataType.Bid);
               }
               else if (State == State.DataLoaded)
               {
                    bidValsfrmEntry = new Series<double>(this, MaximumBarsLookBack.Infinite);
               }
               else if (State == State.Realtime)
               {
               if (initialExitOrderLong != null)
                    initialExitOrderLong = GetRealtimeOrder(initialExitOrderLong);
               }
          }

          protected override void OnBarUpdate()
          {

             //Print(BarsInProgress);


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

            if(BarsInProgress == 1 || BarsInProgress == 2)
                return;

               if ( PositionAccount.MarketPosition == MarketPosition.Long )
               {
                   Print("A0" + " " + Time[0] + " " + EntryBar);

                   if (doitonce2)
                   {
                         EntryBar = CurrentBars[1];
                         myMaxBid2 = 0; // only need to set this to 0 once
                         doitonce2 = false;
                         Print("A1" + " " + Time[0] + " " + EntryBar);
                   }

                   Print("B0" + " " + Time[0] + " " + myBid2);
                   Print("C0" + " " + Time[0] + " " + myMaxBid2);

                   myBid2 = Closes[1][0];

                   Print("B1" + " " + Time[0] + " " + myBid2);
                   Print("C1" + " " + Time[0] + " " + myMaxBid2);

                   if (myBid2 > myMaxBid2)
                   {
                         myMaxBid2 = myBid2;
                         peakBar = CurrentBars[1]; // save the bar number
                         Print("B2" + " " + Time[0] + " " + myBid2);
                         Print("C2" + " " + Time[0] + " " + myMaxBid2);
                   }


                   Print("A2" + " " + Time[0] + " " + EntryBar);
                   Print("B3" + " " + Time[0] + " " + myBid2);
                   Print("C3" + " " + Time[0] + " " + myMaxBid2);
                   Print("D0" + " " + Time[0] + " " + peakBar);
                   ...

Simplified further (no prints)

PHP Code:

namespace NinjaTrader.NinjaScript.Strategies
{
     public class BidAskIncDecr : Strategy
     {
          private int peakBar;
          private double myMaxBid2;
          private double myBid2;
          private bool doitonce2;

          private double maxBid;

          private int EntryBar;

          ...

          protected override void OnStateChange()
          {
               if (State == State.SetDefaults)
               {
                    ...

                    IsUnmanaged = true;

                    doitonce2 = true;

               }
               else if (State == State.Configure)
               {
                    // Add a secondary data series to sync our Secondary Series<double>
                    AddDataSeries(null, BarsPeriodType.Tick, 1, MarketDataType.Bid);
               }
               else if (State == State.DataLoaded)
               {
                    bidValsfrmEntry = new Series<double>(this, MaximumBarsLookBack.Infinite);
               }
               else if (State == State.Realtime)
               {
               if (initialExitOrderLong != null)
                    initialExitOrderLong = GetRealtimeOrder(initialExitOrderLong);
               }
          }

          protected override void OnBarUpdate()
          {


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

            if(BarsInProgress == 1 || BarsInProgress == 2)
                return;

               if ( PositionAccount.MarketPosition == MarketPosition.Long )
               {

                   if (doitonce2)
                   {
                         EntryBar = CurrentBars[1];
                         myMaxBid2 = 0; // only need to set this to 0 once
                         doitonce2 = false;
                   }

                   myBid2 = Closes[1][0];

                   if (myBid2 > myMaxBid2)
                   {
                         myMaxBid2 = myBid2;
                         peakBar = CurrentBars[1]; // save the bar number
                   }

I'll test next with branching the BarsInProgress == 1 and BarsInProgress == 0 as in your example.
Many thanks again for the great solution and support and help!

**PaulMohn** · 06-23-2022, 11:04 AM

New derived use for later reference
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