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Instrument value matching indicator occurence

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    Instrument value matching indicator occurence

    Hello. I'm trying to return the value of my instrument at a time corresponding to the maximum RSI over a certain period.

    I've been able to find the Maximum value of the RSI using the following:
    MAX(RSISeries,Lookback)[0].


    So is there a way to return the bar number and/or price of the instrument corresponding to that Maximum value of RSI?

    Thanks

    #2
    Hello stewarco,

    Thanks for opening the thread.

    You could write a loop that checks each bar to determine if the RSI value is greater than the current "max" value, and to store the bars ago index whenever a new "max" is seen.

    As a rough example:
    Code:
    double lastMax = 0;
    double priceAtMax = 0;
    int maxBarsAgo = 0;
    // Count back barsAgo
    for(int i = 0; i < CurrentBar; i++)
    {
    	if (RSI(Period, Smooth)[i] > lastMax)
    	{
    		lastMax = RSI(Period, Smooth)[i];
    		maxBarsAgo = i;
    		priceAtMax = Close[i];
    	}
    }
    Please let us know if we can be of further help.
    JimNinjaTrader Customer Service

    Comment


      #3
      thanks that worked!

      Comment

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