most recent closed bar

[NinjaTrader_CalH]

The last bar is referring the number of bars to look back which must be a minimum of 1 bar. This is because it needs to test when the data series was either greater than or less than that second data series and then the current bar is greater than or less than that second dataseries.

We define a CrossAbvoe as --

if (dataseries1[1] < dataseries 2[1] && dataseries1[0] >= dataseries2[0])

[zachj]

Ok that's what I figured.

In the guide for CrossAbove they say below that the last bar is 1 that's only if cobc is set to false right? If it was set to true the last bar would be the 0 bar? They don't specify. Just want to make sure I'm solid on this.

// Go long if 10 EMA crosses above 20 EMA within the last bar
if (CrossAbove(EMA(10), EMA(20), 1))
EnterLong();

[NinjaTrader_CalH]

Zachj,

With the Strategy Analzyer you would not be able to grab that most current bar like with the chart.
However, using an intrabar granularity would be able to help simulate that COBC set to false. Link is below on a reference sample -
http://www.ninjatrader.com/support/f...ead.php?t=6652

[zachj]

I'm backtesting though so it's always going to be cobc true

[NinjaTrader_CalH]

Zachj,

You would have to switch to COBC false in order to get the current day's high for the scenario you described. If you need to run the rest of the code with COBC set to true, you can use a filter condition for first tick of bar to simulate this -

if(FirstTickOfBar)
{
     //rest of the strategy goes here...
}

http://www.ninjatrader.com/support/h...ttickofbar.htm

[zachj]

Sorry one more. If I have cobc true how do I get the current high of the daily bar in progress? If my primary bar is a daily bar I can't say High[0] for cobc true because the daily candle hasn't closed yet.

[NinjaTrader_CalH]

SMA()[0] would give you the 9:35 bar in this case

[zachj]

Yes I meant to state COBC = true. Then my second part of the question is, with the SMA's for the most recent closed SMA value I would have to use 1 instead of 0 I believe?

So again if it's 9:37am, 5min bars, cobc true, SMA()[1] would give the SMA value at 9:35? Or would I use SMA()[0]?

[NinjaTrader_CalH]

Hi Zachj,

This will depend on the CalculateOnBarClose and what it's set to.

If this is set to true, then yes the Close[0] would be the 9:35 bar while the bar being built would be the 9:40 bar.

If this is set to false then the Close[0] will be the 9:40 bar.

[zachj]

As with swing where 0 is the most recent pivot, is Close[0] the same, basically it's the close of the most recent completed bar?

So if it's 9:37am and I'm using 5min bars, would Close[0] give me the close price at 9:35am?