Highest Value in a Series

[ronaldgreene828]

I have 7 different values for the last seven bars:

ParabolicSar(0.2, 0.08, 0.2)[1] - Close[1]
ParabolicSar(0.2, 0.08, 0.2)[2] - Close[2]
ParabolicSar(0.2, 0.08, 0.2)[3] - Close[3] . . .

I would like to identify the highest 2 values and disclude them. How can I do this?

Any advice is greatly appreciated

[NinjaTrader_ChrisL]

Hello ronaldgreene828, thanks for your post.

Put all of the values into a List<double>. You can sort the list from highest to lowest then remove the first two values.
Here's a method I found on the web for getting the highest and second-highest value of the list, you can use that and remove the two highest values:

https://pastebin.com/iyq78xUZ

Here are some other publicly available links that can help:

https://www.c-sharpcorner.com/UploadFile/mahesh/remove-items-from-a-C-Sharp-list/

https://docs.microsoft.com/en-us/dotnet/api/system.collections.generic.list-1.sort?view=netcore-3.1

Please let me know if I can assist any further.

[ronaldgreene828]

Thanks for your reply. If I remove only the highest value, how do I remove it from the list? I wish to add the remaining values in the list and divide by 5. I'm trying to simplify things -- thanks


public static int TheFurthest()

{

List<int> myList = new List<int>() { H1, H2, H3, H4, H5, H6 };

int Furthest = int.MinValue;

foreach (var item in myList)

{

if (item > Furthest)

{

Furthest = item;

}

}

Return Furthest;

}

[NinjaTrader_ChrisL]

Hello, thanks for your reply.

To remove an item you need to call myList.Remove(item). You would not want this in a method, you need a reference to the List as an object of your strategy/indicator class.

The easiest way of doing this would be to sort the list and do: list.RemoveAt(0);

Kind regards,
-ChrisL

[ronaldgreene828]

I was hoping for something I can understand or see an example. Like many of us, I apologize that I have very little experience working with code and the formatting required.
Actually I think what you gave me that provides the max and second max values will give me what I'm looking for without removing anything from the list. I hope I can make it work by plugging it into my strategy.

[NinjaTrader_ChrisL]

Hi ronaldgreene828, thanks for your reply.

Unfortunately working with lists and manipulation goes out of the scope of support I can provide. We do have many active members that help out with things like this. I suggest getting very comfortable using C# and all the wonderful things it can do. When you are comfortable with using and manipulating objects and data structures, you can do just about anything in a script. I recommend this publicly available help guide on C# called dotnetpearls, it is a great resource for learning C#:

https://www.dotnetperls.com/list

Kind regards.

[ronaldgreene828]

No problem, I found a way to do it with a series of sets in the strategy builder and I can duplicate and edit the sets so that it won't be too difficult. Then I can paste the sets into the unlocked strategy.

[UltraNIX]

No problem, I found a way to do it with a series of sets in the strategy builder and I can duplicate and edit the sets so that it won't be too difficult. Then I can paste the sets into the unlocked strategy.

Great, can you share your findings? I am also thinking of something similar, so that would be very helpful. Thanks.

[ronaldgreene828]

Ok,
It uses almost 70 sets, but each has very few lines and there are no calculations so it shouldn't create any problems. The same would have the signs reversed for indicator values below the bar. I'll attach the steps and the code

[ronaldgreene828]

I made changes to the document above and re-uploaded and now all of the variables match with the code

[ronaldgreene828]

Here it is again with another note. H1 - H10 are the values in a series

[ronaldgreene828]

In this edit, I removed the variables [B1highest – B4highest] from the steps. They were not needed and are not in the code

[UltraNIX]

Wow. Large code. I will inspect it later. Thanks. Great that you found a solution!

[ronaldgreene828]

For just the highest and lowest values ("nearest" and "furthest" variables), you can take the last steps for the nearest value and then copy and flip the signs for the furthest value. This would eliminate half the sets and is simpler