HighestBar function

[fercho]

Hi I need to use HighestBar function but from 10 bars ago period. I know that HighestBar and LowestBar only works from lastest bar. For example, It would be as following but obvious it will not work...

HighestBar(Close, 100)[10]

thanks and happy holydays for all the NT support team.

[koganam]

Hi I need to use HighestBar function but from 10 bars ago period. I know that HighestBar and LowestBar only works from lastest bar. For example, It would be as following but obvious it will not work...

HighestBar(Close, 100)[10]

thanks and happy holydays for all the NT support team.

What is the end point goal for using the function? There may be better choices.

[fercho]

HighestBar

Hi Konagam, thanks for reply.

well just reading MAX function and asking my self if it can works the same.

Regards.

[NinjaTrader_Brett]

Hello,

Correct HighestBar doesn't maintain a DataSeries to reference values from previous bars. However MAX does as you mentioned.

-Brett

[DayTrader12]

Adapt Code For Lowest High and Highest Low

Hello,

Correct HighestBar doesn't maintain a DataSeries to reference values from previous bars. However MAX does as you mentioned.

-Brett

Hi Brett,

Can this code be modified to plot a moving channel line on the highest low and the lowest high of a certain number of bars such as 10?

Thanks for the help,
DT12

[NinjaTrader_Bertrand]

DT12, welcome to our forums - would suggest to check into the per default with NT supplied Donchian Channel indicator for that purpose.

[DayTrader12]

DT12, welcome to our forums - would suggest to check into the per default with NT supplied Donchian Channel indicator for that purpose.

Thanks Bertrand. I will try that.

[DayTrader12]

Convert Donchian Indicator To Strategy

DT12, welcome to our forums - would suggest to check into the per default with NT supplied Donchian Channel indicator for that purpose.

Hi Bertrand,

I put the Donchian channel indicator on my chart, and then I tried to convert it into a strategy. I used the wizard, but no trades were generated. I made the condition for entry if the close of 1 bar ago crossed above the upper channel, then buy next bar at market. For the short, if the close of 1 bar ago crossed below the lower channel, then sell short at market. No trades on either strategy generated. I used a 12 tick stop and a 36 tick profit target on both.
What did I do wrong?
Thanks again for the help,
DT12

[NinjaTrader_Bertrand]

DT12, I would expect that with the CrossAbove / Below used, as you would compare to the Current bar value which would include the updated Donchian Value, so the crossing could never really be seen. As you would need to compare the cross to the prior Donchian value. I've attached a little example as courtesy that should be showing the signals you seeked.

[DayTrader12]

Thanks Bertrand, I will try that.

[DayTrader12]

Can I Use The Mean Of The Donchian Channel As A Trail Stop?

Hello Bertrand,

Now I have the buy and sell signals, thank you very much.
How do I tell Ninja Trader to use the Mean for a trail stop in my strategy?

Thanks again,
DT12

[NinjaTrader_Bertrand]

DT12, sure attached is a little modification that would use the mean as trailing stop, it adds a tick as offset here in the hopes to not being stopped out premature on an exact test.

[DayTrader12]

Thank you Bertrand. I really appreciate the help.
Have a great day,
DT12