How would or could you do it? Thanks!!
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Lookup Bars Question
I was just curious if anyone might know how I could look back in the last say 50 bars from whatever current price where the 3 is on my chart Here's a chart, I need to get the value for #3 level.
How would or could you do it? Thanks!!
Last edited by clubfoot; 09-13-2016, 04:11 PM.Tags: None
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Hello clubfoot, and thank you for your question.
For this kind of strategy, you need some kind of threshold you can cross to mark off sections. One popular threshold is an SMA (simple moving average). Your threshold can be either a single value, or a DataSeries.
However you define your threshold, you could collect crossover indices in a System.Collections.Generic.List object like this :
First remember to initialize like this :
Code:[FONT=Courier New]private System.Collections.Generic.List<int> myList; protected override void Initialize() { myList = new System.Collections.Generic.List<int>();[/FONT]
Code:[FONT=Courier New]if (CrossAbove(Close, threshold, lookbackPeriod) || CrossBelow(Close, threshold, lookbackPeriod)) { myList.Add(CurrentBar); }[/FONT]
Code:[FONT=Courier New]int oldBar = CurrentBar - myList[2] + 50;[/FONT]
And here is some documentation on CrossAbove . CrossBelow has a similar method signature.
Finally, here is some documentation on CurrentBar .
Please let us know if there are any other ways we can help.Last edited by NinjaTrader_JessicaP; 09-14-2016, 08:26 AM.Jessica P.NinjaTrader Customer Service
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