GETDAYBAR and MAX

[Kentoes]

On a mulit-time frame, is there are more elegant way of getting the Highest high in the last three days using GETDAYBAR and MAX other than getting each day one at a time and comparing each of them as in
If A > B then biggest = A Else biggest = B
If C > biggest then biggest = C

[NinjaTrader_Bertrand]

Kentoes, I would not have a performance comparison unfortunately available but you could also store the highest High value seen as your OnBarUpdate() progresses through the bars.

[borland]

Max()

For your multi-timeframe strategy, you could use this MAX() overload...

 
MAX(IDataSeries input, int period)[int barsAgo]

With..

- DataSeries input = daily, assuming your multi-timeframe strategy uses a daily IDataSeries, otherwise number of bars in trading session.
- period = 3, for daily dataseries
- barsAgo = 1, assuming not considering current day's trading data.

[Kentoes]

For your multi-timeframe strategy, you could use this MAX() overload...

 
MAX(IDataSeries input, int period)[int barsAgo]

With..

- DataSeries input = daily, assuming your multi-timeframe strategy uses a daily IDataSeries, otherwise number of bars in trading session.
- period = 3, for daily dataseries
- barsAgo = 1, assuming not considering current day's trading data.

This may work. If I also wanted to capture the Highest Close from the past 3 days, how would that be possible?

[borland]

Same overload, but instead of using BarsArray[1] for IDataSeries input, use Highs[] ..

 
MAX( Highs[1], 3) [1]

where [1] is the barSeriesIndex for your daily.

[borland]

You did say highest close. Sorry, that was a inefficient use of data filtering. Instead, replace Highs[1] in the above post with

 
Closes[1]

[Kentoes]

So if I am using minute data and there are 405 minutes in a session, to get the highest high in the last 3 days, not including today would be?

[NinjaTrader_Matthew]

Highest high would be such as borlands first example on a 1440 minute data series, which would give you a 24 hour period.

MAX( Highs[1], 3) [1]

[Kentoes]

I'm getting "Index was outside the bounds of the array." error when running:

 protected override void OnBarUpdate()
        {
            if (CurrentBars[0] < 0 || CurrentBars[1] < 0) return; 
            double yValue = MAX(Closes[1],Days)[1] - MIN(Lows[1],Days)[1];
}

Days is a variable set to 3.

[borland]

You need to add the daily bars timeseries in your Initialize() method using the Ninjascript method Add() which also assigns the index (e.g., index = 1).

You should change your variable "Days" to "days" or "_Days" so as to avoid confusion with .NET "Days" property. User variables should start with lower case characters.