Code to detect cross above of Stochastics.K/Stochastics.D, MACD.Value/MACD.Avg?

[qfweiwei]

Hi,

I use following code to test CrossAbove of Stochastics.K/Stochastics.D and MACD.Value/MACD.Avg, but it does not work because the condition logic always produces FALSE.


private MACD mACD;
private Stochastics stochastics;


mACD = MACD(12, 26, 9);
stochastics = Stochastics(3, 14, 7);


if (CrossAbove(mACD.Value, mACD.Avg, 1))
{
......
}
if (CrossAbove(stochastics.K, stochastics.D, 1))
{
......
}

Would you please tell me the correct code to do this?

Thanks,
weiwei

[NinjaTrader_Austin]

weiwei, I am currently not able to get this working either. I'll continue to look into this and let you know what I find.

EDIT: As a quick side note, I believe you have mixed up the smoothing period and the D period values, but it doesn't yet function correctly after switching the numbers back.

[NinjaTrader_Austin]

weiwei, some of the code needs to be moved to OnStartUp():

// in variables
private Stochastics stoch_ind;

protected override void OnStartUp()
{
stoch_ind = Stochastics(7, 14, 3);
macd_ind = MACD(...)
}
protected override void OnBarUpdate()
{
   if (CrossAbove(stoch_ind.K, stoch_ind.D, 1))
      // crossabove, do something
}

[qfweiwei]

Hi Austin,

2 more questions.

1.Should I always assign indicators to variables within OnStartUp()?
2.If I use same strategy to trade multiple stocks by adding them in Initialize(), then in OnBarUpdate(), will each BarsInProgress has its own value of these variables?

Thanks,
weiwei

[NinjaTrader_Brett]

Hello,

1) No need to do this all the time in OnStartUp()

2) OnBarUpdate would have the correct variable and data for the BarsInProgress in use, you are correct here.

[qfweiwei]

Thanks! I moved indicator assignment code back to OnBarUpdate(), because it does not work for multiple stock trading if putting this code within OnStartUp().

weiwei