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Use previous days indicator

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    Use previous days indicator

    Hi, that's my first post in this forum because I just started with programming in NinjaTrader

    I have a strategy that works with minute bars, but I also have to know the value of Parabolic Sar of previous days.

    How could I know the previous days SAR in day bars in a strategy which uses minute bars?

    #2
    Originally posted by etruria View Post
    Hi, that's my first post in this forum because I just started with programming in NinjaTrader

    I have a strategy that works with minute bars, but I also have to know the value of Parabolic Sar of previous days.

    How could I know the previous days SAR in day bars in a strategy which uses minute bars?
    By adding a second, daily, data series to the strategy and having the SAR indicator applied to it.


    https://ninjatrader.com/support/help...sub=Multi-Time

    Comment


      #3
      Hello etruria,
      Thanks for your post and welcome to the NinjaTrader Forum.

      The link that liquid150 provided will be a great place to start for learning these concepts.

      Something similar to the following snippet would print the previous days Parabolic SAR value to the NS Output window. Be sure to have at least 20 "Days to load" when you enable the strategy to ensure that everything calculates properly.

      Code:
      private Series<double> previousDaySAR;
      protected override void OnStateChange()
      {
      	if (State == State.SetDefaults)
      	{
      		DaysToLoad = 30;
      	}
      	else if (State == State.Configure)
      	{
      		AddDataSeries(BarsPeriodType.Day, 1);
      	}
      	if (State == State.Historical)
      	{
      		previousDaySAR = new Series<double>(BarsArray[1]);
      	}
      }
      protected override void OnBarUpdate()
      {
      	if(CurrentBars[1] < 1) return;
      	previousDaySAR[0] = ParabolicSAR(BarsArray[1],.1, .1, .1)[1];
      	Print(previousDaySAR[0]);
      }
      Help Guide - BarsArray
      Help Guide - Parabolic SAR
      Help Guide - DaysToLoad
      Last edited by NinjaTrader_JoshG; 07-13-2018, 08:03 AM.
      Josh G.NinjaTrader Customer Service

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