Renko bars reporting incorrect BarIndex when looping through them.

[neoikon]

Hello,

I am trying to perform a simple task of looping between two bars and finding the "Highest High" bar between those two bars (on a Renko chart).

Something like this:

int C=0;
int CBarIndex = 0;
for (int x = ABarIndex+1; x < BBarIndex; x++)
{
    if (High[x] > C)
    {
        C = High[x];
        CBarIndex = x;
    }
} 

I am expecting this type of result:
GC ##-## (8 Renko): http://i.imgur.com/SATyRcg.png

Instead, I get the correct price, but the wrong bar index:
GC ##-## (8 Renko): http://i.imgur.com/32XsFPk.png

Is there a NinjaTrader built-in method that I should use instead that handles Renko bar reporting in this situation? Or, something different I should do to get the correct bar index? (I've tried looping from A to B or from B to A with the same result.)

I've looked at HighestBar(), but it doesn't look like I can correctly specify the range of bars to look at (but, perhaps I am using it wrong?).

EDIT: Another way to find the price is to do something like this, but it still won't give me the BarIndex, which is the problem.

C = MAX(High,ABarIndex)[BBarIndex]; 

Thank you!
Daniel

[NinjaTrader_CalH]

Hello Daniel,

Thank you for your note.

Can you attach your whole script so that I can test this out on my end?

You can find the script in (My) Documents -> NinjaTrader 7 -> bin -> Custom -> Indicator

[neoikon]

Thank you for the quick reply. Unfortunately, it's a very large indicator (literally >16K lines long).

That bit of code I gave was actually a little wrong, it should've been:

C = MAX(High,BBarIndex-1)[ABarIndex+1]; 

That will find the right price between the two bar indexes. Then, of course, you could do a loop to find the bar index of that price:

int tempIndex = ABarIndex+1;
while (High[tempIndex] != C && tempIndex < BBarIndex-1)
{
    tempIndex++;
}
CBarIndex = tempIndex-1; 

But that will find the same, incorrect BarIndex, as my original code does.

I feel the problem has to do with a spike in price causing many Renko bars to be drawn at once, but NinjaTrader isn't reporting them as individual bars when looking at the Renko chart, since they all have the same timestamp.

The spike on a minute-based chart illustrating the movement:
GC ##-## (2 Min): http://i.imgur.com/lDUJRQk.png

What NinjaTrader is reporting, many bars all happening within the same second:
GC ##-## (4 Renko): http://i.imgur.com/NFen4tv.png

Does that make sense?

EDIT: I am still digging and trying to identify precisely what is going on.

[NinjaTrader_CalH]

Daniel,

This is expected behavior due to the bar timestamp. When you call your code the correct price does get returned, however, since that grouping has the same timestamp it will return the first bar id of that series.

These are individual bars however, since they have the same timestamp only the first bar of the series is returned.

However, I want to look at the logic more thoroughly. Can you give me a simplified script of the logic?

[neoikon]

Thank you for the offer! However, I've done some more digging...

I have a special function that allows me to draw lines and other objects into the future (to the right of the current bar), since these don't behave so well natively in NT.

Long story short, my function is using Time[BarIndex] in this particular scenario instead of the actual BarIndex directly. Thus, since all those bars had the exact same time stamp, the top left of that rectangle was the "correct" point based on my code calling Time[BarIndex]. D'Oh!

This was a good exercise and I think this will fix a couple other issues in my code as well.

Thank you for your time!

Daniel