look back crossover

[gg80108]

Think I'm missing the genius of this ,, from my test the lookback doesn't do much since if the lookback is set to 1 or 1000,, the first bar crossing the EMA fires this..
what am i missing?
This looks more like " or "of the lookback bars instead of "and" of the lookback bars

if (CrossAbove(EMA(10), EMA(20), 1))
EnterLong();

[NinjaTrader_Bertrand]

gg80108, with the lookback parameter you specifiy over which range of bars the cross can be detected - a lookback of 10 for example means the cross had to happen within the last 10 bars.

What condition are you trying to create?

[gg80108]

I want to filter out whip saws, where a cross occurs and the next bar crossed back, I dont want to take any action until the the next bar after the cross..

[NinjaTrader_RyanM1]

Hello gg80108,

You'd have to code for the sequence you're after. You can do this with user variables or bool flags. The reference sample below offers a sample implementation on user variables to look for a specific sequence.

http://www.ninjatrader.com/support/forum/showthread.php?t=15417

PseudoCode below with bool flags:

if (CrossAbove)
FirstCross = true;

if (FirstCross && !CrossBelow)
placeYourTrades;