HighestHigh / LowestLow between 2 arbitrary bars

[dom993]

Hi there,

I need to find the value of the Highest-High / Lowest-Low between 2 arbitrary bars.

My first attempt was using MAX & MIN in a similar way to that described here

http://www.ninjatrader.com/support/forum/showthread.php?t=8600

however, because I need to do this between arbitrary bars, the period passed as argument to MAX / MIN keeps changing, as a result Ninja keeps creating new MIN / MAX objects which consumes memory until my PC rans out of it.

So I need a different way of doing that ... I looked at HighestBar() in the help, it seems to be always working from the CurrentBar back, but I need a version of it that would start nBarsAgo ... does this exist, or am I left to write a little function to do what I need?
(I am afraid my little function would end-up pretty slow, so if this is my only way, what are the possibilities to get a lighting-fast execution of it?)

Thanks in advance
Dominique

[NinjaTrader_Matthew]

Hello,

You can use Count to determine on which bar you would like to start the calculation.

if (CurrentBar > (Count - 50))

This would start the calculation on the 50th bar on the chart, rather than going through each current bar.

[dom993]

Please, please, please,

Re-read my 1st post, what you suggested has nothing to do with my question.

[NinjaTrader_Brett]

Hello,

You would need to program in your own little function in this case since this action is counter intuitive to how we do caching and optimization of our indicators.

You can open up the code in Min and Max to take a look at how we are going it. You most likely can copy this and then a single calc inside your own OnBarUpdate() would probably be the best way to go about doing this, however if its just two bars your comparing a simple bar to bar comparison Bar1 High > Bar 2 High would be easiest after using GetBar() to get the index you need to so you know which bars to compare.

-Brett

[dom993]

Hi Brett,

Thank you - this is what I did.

I have a question re. performance in general ... once a Ninjascript is "compiled" in NinjaTrader, does it run as machine-code or is it interpreted?

Have a great week-end

[NinjaTrader_Bertrand]

dom993, NinjaScript uses compiled DLLs that run native, not interpreted, which provides you with the highest performance possible.