Price Gap Fill Indicator - Help Please

[isitpossible]

Goal: Identifies stocks which gapped up/down in past & now the price might try to fill the gap.

#region Variables
// Wizard generated variables
private double priceGapPercent = 5.000; // Default setting PriceGapPercent
// User defined variables (add any user defined variables below)
public double GapHigh; // should retain value
public double GapLow; //should retain value
#endregion

protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.OrangeRed), PlotStyle.Bar, "Plot0"));
CalculateOnBarClose = true;
Overlay = false;
PriceTypeSupported = false;
GapHigh = double.NaN;
GapLow = double.NaN;
}

protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
//Plot0.Set(Close[0]);

if ((High[0] >= GapLow*0.99) || (Low[0] <= GapHigh*1.01))
{
Plot0.Set(1);

if (High[0] >= GapLow)
{
GapLow = Double.NaN;
}

if (Low[0] <= GapHigh)
{
GapHigh = Double.NaN;
}
}

if (Low[0] >= (High[1] * (1 + priceGapPercent/100)))
{
GapHigh = Low[0];
}

if (High[0] <= (Low[1] - (High[1]*priceGapPercent/100)))
{
GapLow = High[0];
}
}

-----------------------------------------------------------------------

This logic works in Blocks scanning software and I was trying to make it work using NinjaTrader.

The original code in Blocks is as follows:

'# gapSizePercent = userinput.single = 5.00

'#Cumulative
Static GapHigh As Single
Static GapLow As Single
If isFirstBar Then
GapHigh = Single.NaN
GapLow = Single.NaN
End If

If Price.High >= GapLow*(0.99) Or Price.Low <= GapHigh*(1.01) Then
Pass
If Price.High >= GapLow Then GapLow = Single.NaN
If Price.Low <= GapHigh Then GapHigh = Single.NaN
'If Price.High >= GapHigh Then GapHigh = Single.NaN
'If Price.Low <= GapLow Then GapLow = Single.NaN
End If
If Price.Low >= Price.High(1)+(Price.High(1)*(gapSizePercent)/100) Then GapHigh = Price.Low
If Price.High <= Price.Low(1)-(Price.High(1)*(gapSizePercent)/100) Then GapLow = Price.High

------------------------------------------------------------------------

I am able to compile the code in Ninja Trader but when I apply it on a stock chart like TEG, it does not seem to work.

Few other symbols you can try:
NCMI, SNPS, PRGO

Can anyone help me as I am new to NinjaTrader. Am I doing anything wrong!!!

[NinjaTrader_Austin]

Are there any errors in the Control Center log (tab on the far right)?

You can also just try using 0 instead of NaN.

[isitpossible]

Thanks - Fixed it :-) How to share with others?

I had to modify few things and absolutely need to use double.Nan for it to work correctly.

Can you please tell me where can I post/share the code so that other people can use it.

[NinjaTrader_Austin]

Sure, if you'd like to upload it to the file-sharing section you can just click right here.

[isitpossible]

Thanks for quick response.