RSI IDataSeries input custom strategy

[ch9090]

Dear Support,

From the manual it seems you can use the following RSI
RSI(IDataSeries input, int period, int smooth)

The idea is to test the difference between H,C,O,L,(H+L/2), etc.

I've tried to integrate that in a custom strategy but without success so far. This is an extract of my code:

#region Variables
// Wizard generated variables
private string vinputrsi = @"Close"; // Default setting for Vinputrsi
...
// Condition set 1
if (CrossAbove(RSI(Vinputrsi, 14, 3), 20, 1)
...
#region Properties
[Description("")]
[GridCategory("Parameters")]
public string Vinputrsi
{
get { return vinputrsi; }
set { vinputrsi = value; }
}

I have the following errors message CS1502 and NT1503 when I try to compile the custom strategy.

Any brilliant ideas?
Kind regards,

Chris

[NinjaTrader_Bertrand]

Hi Chris, it would not take a string as input but an IDateSeries - http://www.ninjatrader.com/support/h...dataseries.htm

If you would like to optimize the input series to drive your strategy, I would simply assign a int to each case and then optimize the int public input in the Strategy Analyzer.

[ch9090]

Sorry Bertrand, this time I don't get it.

RSI is usually calculated with the Close but it can be customize to another price e.g. open, high, low, etc.

That is why I choose to create a custom variable as a string and not an integer?

Am I wrong?

[NinjaTrader_Bertrand]

Yes, you could not pass a string into the RSI overload that would expect an IDataSeries type.

If you to select / optimize the input series driving the RSI calcs, then set this with a public Integer as needed or change the passed in series for the RSI according to what string value you entered in the public string input.

[ch9090]

You're going beyond my limited coding abilities. do you have an example I could copy? I've been searching the forum since your last reply for an answer I could copycat but everything I've tried does not work.

RSI(Open, 14, 3), 20, 1) OR RSI(High, 14, 3), 20, 1) works directly but (High+Low)/2 not.

Thank you, chris

[NinjaTrader_Bertrand]

Chris, correct the first 2 would work - Open and High are data-series so the RSI method could work with it. For the your 3rd one, try passing in the Median : RSI(Median, 14, 3);

[ch9090]

Thank you for the Median but if I wanted to test e.g. (H+O+L+C)/4?
Also how can I optimize between these price series?

I am still struggling with the public int or public string you've advised.

Apologies for being slow

[NinjaTrader_Bertrand]

You would need to create a DataSeries for this and custom calculate it first and then pass this to the RSI method :

mySeries.Set((Open[0] + Close[0] + High[0] + Low[0]) / 4);

double myRSI = RSI(mySeries, 14, 3)[0];

For compiling this snippet, you need to have in variables :

private DataSeries mySeries;

and then in the Initialize() :

mySeries = new DataSeries(this);

For the optimization, you would define a public int input and then calculate the RSI on different dataseries / price types for each setting so

if (myInt == 1)
RSI(Close....)

if (myInt == 2)
RSI(Median...)

....

[ch9090]

Thank you very much sir. I was far from seeing this complexity. This is very useful and I'll give it try. Chris