ATR(int period)[int barsAgo]

[alexstox]

Why it caused error, when I put "1 period ago" to plot in Initialize()?

 
protected override void Initialize()
        {
	(ATR(my_per)[B][1][/B]).Plots[0].Pen.Color = Color.Blue;

            Add((ATR(my_per)[B][1][/B]));
			
	CalculateOnBarClose = true;
        }

[NinjaTrader_Bertrand]

Hi Alex, unfortunately that way of adding would not be supported, you could only add the complete indicator study as designed and not an individual custom, indexed value. If you wish to add delayed version of the ATR, then just create a custom verison of the ATR that would set a delayed by one bar plot for example.

[alexstox]

Well, without [1] script works fine. All errors disappeared.
I just need ATR returns value from "one bar before enter"
Please help me how could I do this.

[NinjaTrader_Bertrand]

Correct. Yes, you would need to custom code an indicator that would return simply the plot one bar ago of the ATR, you can then add this custom indicator instead of the default ATR you're using now.

[alexstox]

I did like this

protected override void Initialize()
        {
	ATR(my_per).Plots[0].Pen.Color = Color.Blue;

            Add(ATR(my_per));
			
	CalculateOnBarClose = true;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            
	// Condition for long
            if (C[1] < C[2] + 1 * TickSize)
            {
                EnterLongStop(DefaultQuantity, C[0] + ATR(my_per)[B][1][/B], "Long Entry 1");

So, I add "1 period ago" just in position rule. Can you advice, how could I do to set "1 bar before enter".

[koganam]

Why it caused error, when I put "1 period ago" to plot in Initialize()?

[ATTACH]21698[/ATTACH]

 
protected override void Initialize()
        {
	(ATR(my_per)[B][1][/B]).Plots[0].Pen.Color = Color.Blue;

            Add((ATR(my_per)[B][1][/B]));
			
	CalculateOnBarClose = true;
        }

If you just need to access the ATR one bar ago, why are you adding it at all? Just access it directly where you need it.

Regardless, you cannot index anything in the Initialize() method, as nothing indexable yet exists.

[NinjaTrader_Bertrand]

Hi Alex, there's no generic way for this unfortunately - you would need to store the ATR value on the bar of entry as needed (for example ATR[1]) and then you can use this value later in your Stop loss as double variable to place the stop level at.

[alexstox]

you would need to store the ATR value on the bar of entry as needed (for example ATR[1])

But how to define Entry point?

[NinjaTrader_Bertrand]

Alex, simply store the value as your entry conditions trigger :

if (myEntryCondition)
{
EnterLong();
entryATR = ATR(14)[0];
}

Then you could use the entryATR value in your stop loss level calculation later.

[alexstox]

I want to clarify. If I use entryATR in EnterLong() condition, I just put entryATR before EnterLong() condition. Will entryATR be first in calculation by script, than EnterLong()? Am I right?

if (myEntryCondition)
 {
entryATR = ATR(14)[0]; 
EnterLong();
  }

[NinjaTrader_Bertrand]

That's correct Alex, it would first store your ATR value and then call EnterLong() to enter the position.

[Camron]

Whenever i do an order entry for 20,000 contracts for example, it will say on the screen "Entry 19,000 @1.3144 and Entry 1,000 @1.3144" and then another 2 on the stop orders? does that mean that each order was a separate order and if so how do i make them each one order?

[NinjaTrader_Bertrand]

Camron, for the future please post your issues in a new, separate thread. You're getting partial fills here for your FX spot simulated trading, go to Tools > Options > Simulator and check 'Enforce immediate fills' >> then you should not see this splitup happen.

[Camron]

Bertrand, Im getting "partial fills" as you call it for live trading not in the simulator.. how do i rectify that?

[NinjaTrader_Bertrand]

Thanks for the clarification - could be the case, this is solely determined by market dynamics and not governed by any NT setting.