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Highest and Lowest Values in Last X Bars

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    Highest and Lowest Values in Last X Bars

    I am new here and have a very basic question. For my new indicator I want to find the values of the highest High and the lowest Low over the past 20 bars. It seems that MIN and MAX give you the number of bars back that the highs and lows occurred but don't give the values of the high and low. What is the correct way to calculate these values?

    Thanks.
    Last edited by LarryRay; 12-20-2017, 06:54 PM.

    #2
    Hello LarryRay,

    Thanks for your post and welcome to the NinjaTrader forums!

    The MAX and MIN method will return the value of the bar that has the MAX or MIN value in the lookback period.

    For example:

    Print ("Max: "+MAX(High, 20)[0]+" Low:"+MIN(Low, 20)[0]);

    Would print to the output window the Highest high within the 20 bar lookback period and the lowest low in the 20 bar lookback.

    References:



    If you are seeing something different, please post your code section.

    Comment


      #3
      Thanks

      Hi Paul,

      Thank you so much for your reply and clarifying what the result gives me. I have used this on my indicator and it gives me exactly what I wanted.

      LarryRay

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