HighestHigh/LowestLow of every N bars

[denhu fazu]

Hi,

(1) The following codes need DateTime function :

startDateTime01 = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 8, 00, 0);
endtDateTime01 = new DateTime(Time[0].Year, Time[0].Month, Time[0].Day, 9, 00, 0);

int startBarsAgo01 = GetBar(startDateTime01);
int endBarsAgo01 = GetBar( endDateTime01);

hi01.Set (MAX(High, startBarsAgo01 - endBarsAgo01)[endBarsAgo01]);
lo01.Set (MIN( Low, startBarsAgo01 - endBarsAgo01)[endBarsAgo01]);

(2) The following codes get the last n bars HighestHigh/LowestLow :

double HH = MAX(High, 200)[0];
double LL =MIN(Low,200)[0];

(3)

int bar = Bars.BarsSinceSession;

What if I'd like to obtain the HighestHigh/LowestLow from bar=0 to bar=200 and bar=201 to bar=400 etc in a rolling basis. How should I define the startBarsAgo and endBarsAgo ?
Your advice is much appreciated.

[NinjaTrader_RyanM1]

Hello denhu fazu,

It takes the Highest High of last n bars.
double HH = MAX(High, 200)[0];

This moves forward on a rolling basis, but bar to bar (not every 200 bars).
Bar 199: It looks at highest high from bar 0 to 199
Bar 200: It looks at highest high from bar 1 to 200
Bar 201: It looks at highest high from bar 2 to 201

I see the problem you would like to solve and there are likely many ways of doing this. Following is untested but should work to reset the MAX() calculation based on a CurrentBar index. You need to declare all variables used here in variables region.

You can use GetBar() function to capture the bars ago at a specific DateTime, and plug this into your calculations.

#region Variables
private double HH;
private DateTime myDateTime1;
private int barsAgo1;
#endregion

OnBarUpdate:


if (CurrentBar < 200)
    HH = MAX(High, 200)[0];

if (CurrentBar == 200)
{
     myDateTime1 = Time[0];
}

if (CurrentBar >= 200 && CurrentBar < 400)
{
     barsAgo1 = GetBar(myDateTime1);
     HH = MAX(High, barsAgo1 + 1)[0];	
}

[koganam]

if (CurrentBar >= 200 && CurrentBar < 400)

Looks as if it will stop updating unconditionally after 400 bars. No?

[NinjaTrader_RyanM1]

Looks as if it will stop updating unconditionally after 400 bars. No?

Yes, it's not a complete solution - just getting the idea rolling. Will have to create similar code for each 200 bar section. Of course, there may be better ways of implementing this.

[koganam]

The simplest way might be to use a start and offset.

int StartBarsAgo1 = 200;
int OffsetBars = 200;

int EndBarsAgo1 = StartBarsAgo - OffsetBars + 1;
int StartBarsAgo2 = StartBarsAgo1 + OffsetBars;
int EndBarsAgo2 = StartBarsAgo + 1;

That would make your ranges:

1 - 200'
201 - 400;