Assigning barsAgo in a Reference set to a custom counter Series

[larkmail]

Is there an example anywhere of a dynamic (so to speak) barsAgo applied to a referenced indicator Series?
I'm attempting to have MAX look back within the barsAgo but only when in a position (e.g. long/short). So the relative barsAgo would update so long as the position wasn't flat.

I've written something along these lines but can't seem to get the language to pass when applying myCounter to barsAgo:

private Series<double> myCustomSeries;
private MAX ref_MAX;
private Series<int> myCounter


protected override void OnStateChange()
{

}
else if (State == State.DataLoaded)

{

myCounter = new Series<int>(this);

ref_MAX = MAX(myCustomSeries, myCounter[0]);

}

}

Thanks,

[NinjaTrader_ChelseaB]

Hello larkmail,

I'm not quite clear on what you are wanting.

Indicators have a plot series which also uses barsAgo indexes.
The print below would print the value of the SMA from 5 bars ago.
Print(SMA(14)[5]);

In your suggested code you have a custom series, but the custom myCustomSeries is not initialized and it appears you are attempting to use the most recent bar value of the myCounter series as the period (number of bars) for the MAX indicator call. Are you trying to save custom calculated values for every bar?

Are you trying to save a bar number and then reference this bar later?

int savedBar;

// In OnBarUpdate():
if (/* condition that occured where you want to save the bar number */)
savedBar = CurrentBar;

// where you want information about that bar at a later time:
Print(SMA(14)[CurrentBar - savedBar]);

Are you wanting to add a different instrument or time frame with AddDataSeries() and use this for the input series of an indicator?

[larkmail]

Let me apply and follow up. Thank you

[larkmail]

Chelsea,

So i was successful in getting this summary to work:

Value[0] = (Convert.ToInt32(MAX(MyReferencedSeries,myCounter[0])[0]));

in this example myCounter is the number of bars that have passed since an event occurred. I then applied that as the int barsAgo which dynamically expands the area that i wish MAX to review.

The issue i'm having (and guessing you know this) is this renders noticeable amount of additional processing.

Any suggestions on less consuming methods of

1. denoting the ongoing highest value in a
2. dynamically growing set of bars based on
3. a start (to stop) condition?

Thanks,

L

[NinjaTrader_ChelseaB]

Hello L,

The Max method would be correct for finding the highest value in a range of bars in a series.

This is what Ninjatrader has, but you could write your own method that loops through bars.


Use bools to prevent conditions from evaluating as true. Set the bool to true when the action occurs, set the bool to false to reset when you want, require the bool to be true for the action.