Ninja Swing Indicator Question

[laocoon]

Hello Bertrand

I just sent you an email.

Thanks

[laocoon]

Hello

I'm still struggling with the integration of the Swing indicator into my strategy.
What I'm trying to achieve is really simple but for some reason it doesn't work.

Concept: If two consecutive Swing Lines make a lower low pattern (see attached picture), the strategy should refrain from generating a Long Signal.

If a generous soul could have a look at the attached picture & code and suggest a solution I'd be very grateful.

Variables
double SwingHigh;
double SwingLow;
bool SwingLong;
private DataSeries sLow;
private DataSeries sHigh;

protected override void Initialize()
{
sLow = new DataSeries(this);
sHigh = new DataSeries(this);
CalculateOnBarClose = true;
}

protected override void OnBarUpdate()
{

sLow.Set(sLow[1]);
if(Swing(3).SwingLow[0] != Swing(3).SwingLow[1] && Swing(3).SwingLow[0] != 0)
sLow.Set(Swing(3).SwingLow[0]);

sHigh.Set(sHigh[1]);
if(Swing(3).SwingHigh[0] != Swing(3).SwingHigh[1] && Swing(3).SwingHigh[0] != 0)
sHigh.Set(Swing(3).SwingHigh[0]);
}

if(Swing(3).SwingHigh[0] < Swing(3).SwingHigh[1])
{
SwingLong = false;
}
else
{
SwingLong = true;
}



//Black Arrow Long
if (Close[0] > Open[0] && Close[1] < Open[1] && SwingLong == true)
{
DrawArrowUp("BlackArrowLongTest" + CurrentBar, false, 0, Low[0]- 2*(TickSize), Color.Black);
}

[NinjaTrader_RyanM1]

Laocoon,

You will run into this with swing indicator. You can't see a swing low until future bars develop. If you wanted to evaluate it properly, you'd have to account for this and reference the SwingLong value 3 bars back (the amount of strength).

This requires setting up a bool series so you can evaluate bool conditions x # of bars back.

[laocoon]

RyanM,

I did exactly what you are suggesting in your reply (see code in my previous post). I'm referencing the SwingLong value 3 bars back and I created a bool series. Still it doesn't work.

Thanks

[NinjaTrader_RyanM1]

You're going to have to debug all these values. Print everything you're trying to compare to see what it's doing.

Print (Swing(3).SwingHigh[0]);
Print(Swing(3).SwingHigh[1]);
Print(SwingLong[0]);

SwingHigh[1] is not the high of the previous swing. It's just the value of the data series one bar back. You may want to look into SwingHighBar:

Swing(int strength).SwingHighBar(int barsAgo, int instance, int lookBackPeriod)
http://www.ninjatrader.com/support/helpGuides/nt7/swing.htm