How to convert a LessThan to a CrossBelow for an Exit Long

[JohnS52]

Hello - I have a strategy that compares an SMA[0] to SMA[1] and then either makes a trade or exits a trade depending on whether it is greater or lesser than. Is it possible to do this with CrossAbove and CrossBelow? Attached is the code. Thank you for any help.

[NinjaTrader_PaulH]

Hello JohnS52,

Thanks for your post.

Here are links to the CrossAbove and CrossBelow methods:

https://ninjatrader.com/support/helpGuides/nt8/?crossabove.htm

https://ninjatrader.com/support/helpGuides/nt8/?crossbelow.htm

In both methods there are two ways to use them, one data series cross another or one data series cross a double value. In your code, you were trying to have a double value cross another double value.

Again, referencing your code, here is a specific example of one crossing the other:

if (CrossAbove(SMA1, SMA2), 1) // fast cross above the slow
{
// do something
}

[JohnS52]

Hello Paul, thanks for the reply.
What I am trying to do is (CrossAbove(SMA1, SMA2[2]), 1) in which I find the point where the SMA1 crosses above the value of itself from 2 bars ago (similar to using a displaced indicator value).

This page seems to suggest that I can do that but it doesn't compile: https://ninjatrader.com/support/help...__brackets.htm

from the example for Using Brackets: if (CrossAbove(SMA(14), SMA(28)[0], 1)) // would work fine with a ISeries<double> as first argument and a double as the second argument

[NinjaTrader_PaulH]

Hello JohnS52,

Thanks for your reply.

I agree that this line:

if (CrossAbove(SMA1, SMA2[2], 1))
{
}

will compile, so please review the specific error message and ensure that it relates to that script that you have open (as indicated on the left column "Ninjascript file" ) and check the line/column number to ensure that it is that line that is in error.

Note: the compiler will compile all scripts at the same time so any error in any file will show below the open Ninjascript file in the editor.
reference: https://ninjatrader.com/support/help...ile_errors.htm

[JohnS52]

Hello Paul -

Thanks for your help. I have incorporated the changes and am attaching the revised strategy. It compiles fine and runs in Strategy Analyzer but the exits are not working properly. Oddly, I can get [1] to work but not [2]. I am attaching an image. What am I doing wrong: Any suggestions?

[NinjaTrader_PaulH]

Hello JohnS52,

Thanks for your reply.

The reason it would or would not enter or exit would be based on the logic and the values the logic is using.

To figure out why your strategy is performing as it does, the best approach would be to print out the variables used on a bar by bar basis as this will show you what values were at each point.

This debugging process is done with simple Print statements that send their output to the New>Ninjascript output window.

An example for you would be:

Print (Time[0]+" SMA1: "+SMA1[0]+" SMA2: "+SMA2[0]+" SMA3: "+SMA3[0]+" SMA4-1: "+SMA4[1]);

In addition or another approach would be to have your exit conditions draw on the chart when they are true.

Here is a link to our debugging tips: https://ninjatrader.com/support/help...script_cod.htm

[JohnS52]

Hello Paul - thanks for the tips. CrossAbove(SMA1, SMA2, 1) works great - CrossAbove(SMA1, SMA2[1], 1) does not work at all: it compiles but the code does not produce results. There must be some way to access the value from the prior bar. I can use the Values syntax, as I was doing previously, but this doesn't transfer to a CrossOver. The problem with > and < is they are continuous events, whereas a CrossAbove/CrossBelow is a one-time event. I suppose Slope would achieve the same effect. Any other suggestions?

[NinjaTrader_PaulH]

Hello JohnS52,

Thanks for your reply.

I took your strategy and commented out all of the code and tested this code:

if (CrossAbove(SMA1, SMA2[1], 1))
{
BackBrush = Brushes.LightGreen;
}

In the attached screenshot (below) you can see that it does indeed work. You can always test a condition in such a manner.

Regarding, "The problem with > and < is they are continuous events, ..." Correct, you would have to use additional logic to control processing. For example, once the condition has been found you could set a bool variable so that the condition is not checked again until you have reset the bool. For example

if (SMA1[1] < SMA2[1] && SMA1[0] > SMA2[0] && myBool = true) // was the 1 sma below the 2 sma on the previous bar and is now (current bar) the 1 sma above the 2 sma?
{
// a cross over has occurred
myBool = false; // prevent checking again
}

if (some condition you determine)
{
// reset bool(s) here
myBool = true; // ready for next crossover
}

[JohnS52]

Thank you, Paul, for the suggestions.

(CrossAbove(SMA1, SMA2[1], 1) is working today: not sure what my coding error was yesterday. (CrossAbove(SMA1, SMA2[2], 1) doesn't work but that may not matter here.

Just so I understand the coding: (CrossAbove(SMA1, SMA2[1], 1) means that the SMA1[calculated from the current bar] crossed above the SMA2[calculated from one bar previous], 1 bar ago - is that correct?