Low price in time range

[zachj]

How would I go about getting the lowest price between say 830-930am?

[NinjaTrader_CalH]

Zachj,

There's a couple different ways.

You can run a check filter for when its 9:30 and use MIN over the last hour depending on your chart interval

Say I was running a 5 min chart

if(ToTime(Time[0]) == 093000)
{
     double minLookback = MIN(Low, 20);
}

[zachj]

I figured I could assign it to the 4th index by the following but it's not working. Can I not assign MIN to an index?

double minLookback = MIN(BarsArray[4], Low, 1)[0];

[NinjaTrader_CalH]

Use Lows[4] instead.

MIN doesn't have 3 overloads available.

MIN(Lows[4], 1)[0]

[zachj]

Gotcha. If I'm looking at futures and have my entries starting at 930am but I have a condition looking at the low of the bar from 830-930am it's not gonna give me any trades is it? Because it's previous to my entry cutoff and doesn't meet min bars required. Or if not there must be another reason I'm getting 0 trades.

[NinjaTrader_CalH]

What's the whole script?

Do you have a CurrentBar check in place?

What chart interval are you using and instrument?

[zachj]

It's ES. Primary is 1min and I have all the added series below. Bar checks are below. I changed minLookback to sigBarlow. And I took out MIN and just made it double sigBarlow = Lows[4][0]; seeing I'm only looking at 1 bar. I was getting a lot of trades previous but with adding

if(ToTime(Time[0]) == 93100)
{
double sigBarlow = Lows[4][0];
}

I'm not getting any trades....

public class FuturesNew1130 : Strategy
    {
        #region Variables
        private double sigBarlow = 0;
		
        #endregion


 protected override void Initialize()
        {  

//Primary 40min

//1min
Add("ES ##-##",PeriodType.Minute, 5); //Index 1
//10min
Add("ES ##-##",PeriodType.Minute, 10); //Index 2
//30min
Add("ES ##-##",PeriodType.Minute, 20); //Index 3
//Hour
Add("ES ##-##",PeriodType.Minute, 60); //Index 4
//Day
Add("ES ##-##",PeriodType.Minute, 150); //Index 5

 CalculateOnBarClose = true;
			EntriesPerDirection = 1;
			
						
			SetStopLoss("EnterShort", CalculationMode.Ticks, 85, true);
			SetProfitTarget("EnterShort",CalculationMode.Ticks, 80);
			
        }


 protected override void OnBarUpdate()
		{

//Entry Conditions
	if(ToTime(Time[0]) == 93100)
{
     double sigBarlow = Lows[4][0];
}

			if ((BarsInProgress == 3)
			&& (BarsSinceEntry(0,"",0) > 40 || BarsSinceExit(0,"",0)==-1)
			&& (CurrentBars[0] >= 2)  //1min 
			&& (CurrentBars[2] >= 2) //10min
			&& (CurrentBars[3] >= 1) //20min
			&& (CurrentBars[4] >= 2) //600min
			&& Volume[0] > 80000 
			&& Volume[0] > Volume[1])
			{
																						
				if(ToTime(Time[0]) >= 93000  
				&& ToTime(Time[0]) <= 110000  					
				&& Opens[0][0] - Closes[0][0] <= 3.25
				&& Close[0] < Open[0] - 1.25
				&& Falling(SMA(BarsArray[0], 190))
				&& Closes[0][0] < SMA(BarsArray[0], 190)[0]
				&& Closes[0][0] < SMA(BarsArray[0], 65)[0]
				&& Closes[0][0] < sigBarlow
				&& ATR(BarsArray[4], 14)[0] > 4
				&& Close[0] < PriorDayOHLC().PriorHigh[0])
					
				{  
					
					EnterShort(0, 1, "EnterShort");
					Print(sigBarlow + "sigBarlow");
				}				
						
			}


//ShortExit
				if((BarsInProgress == 2) && Position.MarketPosition == MarketPosition.Short 
				&& Closes[0][0] < Position.AvgPrice - (TickSize*15) && Close[0] > Open[0] + 2.5)
				{
                ExitShort(0, 1, "UpCandle", "EnterShort");
				}
				
				if (Position.MarketPosition == MarketPosition.Short && ToTime(Time[0]) >= 113000)
				{
                ExitShort(0, 1, "ExitTime", "EnterShort");
				}
				
				if ((BarsInProgress == 1) && Position.MarketPosition == MarketPosition.Short 
				&& CrossAbove(SMA(13), SMA(38), 1))//13&38
				{
                ExitShort(0, 1, "SMAExit", "EnterShort");
				}
				
				if((BarsInProgress == 0) && Position.MarketPosition == MarketPosition.Short 
				&& BarsSinceEntry(0, "", 0) <= 20 && Closes[0][0] < Position.AvgPrice - (TickSize*26))//
				{
                ExitShort(0, 1, "TimeCutS", "EnterShort");
				}
}

[NinjaTrader_CalH]

Are you not getting any entries and/or exits?

Does that first IF statement ever become true?

[zachj]

I get 300+ trades if I comment out..

if(ToTime(Time[0]) == 93100)
{
double sigBarlow = Lows[4][0];
}

Basically this is saying that sigBarlow is the low price of the bar from 830 to 930 correct? My Index 4 is a 60min bar.

[zachj]

I don't know I think that statement is doing something strange like only allowing trades at 930 exactly. I'm just going to use this statement below, although long, I'm comfortable it's doing what I intend. My entry time is between 930 and 11, so depending on what time it is I'm checking for the current price to be below the low of 830-930 bar. My index 4 is a 60min bar and index 3 is a 30min bar...

If (ToTime(Time[0]) > 93000 && ToTime(Time[0]) <= 100000 && Closes[0][0] < Lows[4][0]
|| ToTime(Time[0]) > 100000 && ToTime(Time[0]) <= 103000 && Closes[0][0] < Lows[3][1]
&& Closes[0][0] < Lows[3][2]
|| ToTime(Time[0]) > 103000 && ToTime(Time[0]) <= 110000 && Closes[0][0] < Lows[4][1]))