Strategy By Tick

[jeffbg123]

I am new to NinjaTrader but know C# and need some advice.

I want to run a strategy that relies on the previous 2 5000 tick bars. However I don't really want to do it by bar, I want to have a moving window of the last 5000 ticks and the 5000-10000th ticks. So what I was doing is just keeping a list of my own of these ticks.

public class scalper : Strategy
{
List<double> barFar = new List<double>();
List<double> barNear = new List<double>();


.....
protected override void Initialize()
        {
            CalculateOnBarClose = false;
            EntryHandling        = EntryHandling.UniqueEntries;
        }

protected override void OnBarUpdate()
{
double curPrice = Close[0];
            numTicks++;
            
            barNear.Add(curPrice);
            
            while(barNear.Count > ticksTimeFrame)
            {
                barFar.Add(barNear[0]);
                barNear.RemoveAt(0);
            }
            
            while(barFar.Count > ticksTimeFrame)
            {
                barFar.RemoveAt(0);
            }
            
            List<double> barFarCopy = new List<double>(barFar);
            List<double> barNearCopy = new List<double>(barNear);
            
            if(barFar.Count == ticksTimeFrame && barNear.Count == ticksTimeFrame)
            {
                
                barFarCopy.Sort();
                barNearCopy.Sort();
                double barNearMid = Math.Min(barNearCopy[0], barNearCopy[barNearCopy.Count - 1]) + Math.Abs(barNearCopy[0] - barNearCopy[barNearCopy.Count - 1]);
                double barFarMid = Math.Min(barFarCopy[0], barFarCopy[barFarCopy.Count - 1]) + Math.Abs(barFarCopy[0] - barFarCopy[barFarCopy.Count - 1]);

Will this just keep the last 2 windows of ticks and find their middle price?

Thanks
-Jeff

[NinjaTrader_JoshP]

Jeff,

Unfortunately we will not be able to evaluate your code if it will work properly or not.

Bear in mind though, your technique likely would not work for historical bars.

[jeffbg123]

I just want to know if I am using a proper technique or if there is something seriously wrong. This is my first time coding in NinjaTrader.


Why won't it work historically?

Thanks
-Jeff