A little transformation

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

The HighestBar() method will search all bars within the period for the highest bar found. There is no method to make it find the second highest bar.

The following code will work for your purposes:

//Highest Volume
			int vol1 = HighestBar(Volume, Bars.BarsSinceSession-1);
			
			//Second Highest Volume
			int vol2 = 0;
			for(int j = 0; j < Bars.BarsSinceSession-1; j++)
			{
				if(Volume[j] > Volume[vol2] && Volume[j] < Volume[vol1])
					vol2 = j;
			}
			
			///Color the plots appropriately
			PlotColors[0][vol1] = Color.Red;
			PlotColors[0][vol2] = Color.Yellow;

Please let me know if I may be of further assistance.

[FxInception]

Patrick-


Thank you, last thing to clarify:

Is this the right way to find a first lower volume since the session start (very first decline in volume)?

int FirstLowerVol = LRO(delegate {return Volume[-1] < Volume[0];}, 1, Bars.BarsSinceSession);


Thanks a lot,
Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

It would be the following:

int FirstLowerVol = LRO(delegate {return Volume[0] < Volume[1];}, 1, Bars.BarsSinceSession-1);

For information on how bar data is referenced please visit the following link: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if I may be of further assistance.

[FxInception]

Patrick-


Any ideas why this is not working then?

//Second Highest Volume

int FirstLowerVol = LRO(delegate {return Volume[0] < Volume[1];}, 1, Bars.BarsSinceSession-1);

for(int j = 0; j < Bars.BarsSinceSession-1; j++)
{
if ((Volume[j] > Volume[FirstLowerVol]) && (Volume[j] < Volume[vol1]))
FirstLowerVol = j;
}

It just shows an empty window..


Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

I would need to see the full use of the code here, this small snippet does not show what you do with the FirstLowerVol int once it has been returned.

[FxInception]

Patrick-


Sorry, here it is:

//Highest Volume
int vol1 = HighestBar(Volume, Bars.BarsSinceSession+1);
for(int i = 0; i < Bars.BarsSinceSession+1; i++)
{
if (Volume[i] > Volume[vol1])
vol1 = i;
}

//Second Highest Volume

int FirstLowerVol = LRO(delegate {return Volume[0] < Volume[1];}, 1, Bars.BarsSinceSession-1);

for(int j = 0; j < Bars.BarsSinceSession-1; j++)
{
if ((Volume[j] > Volume[FirstLowerVol]) && (Volume[j] < Volume[vol1]))
FirstLowerVol = j;
}

///Color the plots appropriately
PlotColors[0][vol1] = Color.Red;
PlotColors[0][FirstLowerVol] = Color.Yellow;


I'm fully satisfied with the first part and it works fine without the second one. But once I add a second part, indicator shows only an empty window..


Thank you,
Arthur

[FxInception]

A second part, which you provided earlier to me, doesn't work the way I want unfortunately..
I can show it on pictures if you would like.

Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

Is there an error message listed in the Log tab of the NinjaTrader Control Center? If so, what does this error report?

I look forward to your response.

[FxInception]

Sure, it shows:

< Error on calling 'OnBarUpdate' method for indicator 'Arthur Vol' on bar 0: 'lookBackPeriod' parameter on 'LRO' method must be greater/equal 0 >


Arthur

[FxInception]

Does it mean that I cannot use Bars.BarsSinceSession in LRO method?


Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

You will need a null check of the Bars so that you are not subtracting 1 from 0. So at the beginning of your OnBarUpdate() place the following:

if(Bars == null)
return;

Please let me know if I may be of further assistance.

[FxInception]

It still reports the same and the indicator window remains empty..

Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

Please attach the full indicator .cs file to your response. You will find the indicator in the following directory on your PC: (My) Documents\NinjaTrader 7\bin\Custom\Indicator

[FxInception]

Patrick-


Please find the indicator attached. I want to mention again that the problem is in a second highest volume only.


Many thanks,
Arthur

[NinjaTrader_PatrickH]

Hello Arthur,

Thank you for your response.

For the LRO() we will need to remove the -1 at the end of the period for the Bars.BarsSinceSession so that it reflects the following:

int FirstLowerVol = LRO(delegate {return Volume[0] < Volume[1];}, 1, Bars.BarsSinceSession);

Please let me know if I may be of further assistance.