Finding Swings with Swing method - CalculateOnBarClose = false

[td_910]

Hi,

The attached code works very well for finding double tops (DT) with a swing strength of 1. http://screencast.com/t/DHec5Q27

The problem I have with the indicator though, is, it works perfect to show DTs on past data but does not work proper with "CalculateOnBarClose = false;" Somehow Swing method returns a "number of bars ago" count of 1 bar smaller.

Is there another workaround except to check for historical and have a second condition, which would blow up source code a lot?

Maybe it would it be possible to change Swing method accordingly to solve this.

Thanks

Thomas

            double DT_Tolerance        = Math.Max(ATR(20)[0]/4, 1.1*TickSize);
            int LB_S = 10; //Lookback
        
//DT
            if (High[1]<=High[0] && Low[1]<=Low[0] && DrawObjects["DT"+(CurrentBar-1)] != null) {RemoveDrawObject("DT"+(CurrentBar-1));} //CandleOutlineColorSeries[1] = Color.Empty;}
            
        //one swing back
            if (((Open[0]>Close[0] && Math.Abs(High[Swing(1).SwingHighBar(1,1,LB_S)]-High[0])<=DT_Tolerance && High[Swing(1).SwingHighBar(1,1,LB_S)]>High[1] && High[1]<High[0]) ||
                 (Open[0]>Close[0] && BarBull()[1]==1 && Math.Abs(High[Swing(1).SwingHighBar(1,1,LB_S)]-MAX(High,2)[0])<=DT_Tolerance && High[Swing(1).SwingHighBar(1,1,LB_S)]>High[2] && High[2]<MAX(High,2)[0]))
                  && Swing(1).SwingHighBar(1,1,LB_S)>1 && Swing(1).SwingHighBar(1,1,LB_S)<Bars.BarsSinceSession)
            {
                DrawText("DT"+CurrentBar, true, "DT"+Swing(1).SwingHighBar(1,1,LB_S), 0, MAX(High,2)[0]+4*TickSize, 0, Color.Red, new Font ("Arial",FontSize), StringAlignment.Center, Color.Empty, Color.Empty, 0);
            }
            else if (DrawObjects["DT"+(CurrentBar)] != null) {RemoveDrawObject("DT"+(CurrentBar));}

[NinjaTrader_Bertrand]

Thomas, running with the Swing indicator on CalculateOnBarClose = false you would unfortunately see this limitation - this is on our list to look into for our next major platform update.

In the meantime, I would suggest to look into splitting up real-time and historical calculations needed for your study.

[td_910]

could use

MAX(High, 2)[Swing(1).SwingHighBar(1,1,LB_S)]

to have a proper price