Parabolic Sar with Day Bar

[etruria]

Hello,

I have a strategy which works with minute bars, but I also need the value of the previous day parabolic SAR and VIX calculated with day Bars

How I could charge this parametres?

I obtain the VIX value from a data provider, but I don`t know how to charge it

[NinjaTrader_AlanP]

Hello etruria,

Thank you for your note.

I’ve attached a sample which will add a secondary data series with a period of day, which is then passed to the Parabolic Sar method and prints to the output window the value on the current bar. For the previous days value you would change,

ParabolicSAR(BarsArray[1], 0.02, 0.2, 0.02)[0];

To,

ParabolicSAR(BarsArray[1], 0.02, 0.2, 0.02)[B][1];[/B]

For 1 bar ago.

Parabllic Sar section of our helpguide.

https://ninjatrader.com/support/helpGuides/nt7/?parabolic_sar.htm

For the value of the VIX, you would want to add the Vix data series to your strategy,

Add(^VIX, PeriodType.Day,1);

And then pass BarsArray[2] to the Parabolic Sar method just like in the example, but BarsArray[2] rather than BarsArray[1].

Adding another series to the attached script would require you to also add another current bar check, which might look like,

if(CurrentBars[2] < 10) return;

See the link below on CurrentBar checks,

https://ninjatrader.com/support/forum/showthread.php?t=3170

Please let us know if you need further assistance.

[etruria]

So, I supose that the name with I call the vix would be

CloseVix = VIX(BarsArray[2])[1]

Thanks for your help

[etruria]

Hello, I have tried the code you have told me for the VIX and I can´t compile the strategy because the program said me that it doesn´t recognize the following character ^

Thanks for your help

[NinjaTrader_AlanP]

Hello etruria,

Use quotes for the symbol name.

Add("^VIX", PeriodType.Day,1);

See Add section of our helpguide,

https://ninjatrader.com/support/helpGuides/nt7/?add3.htm

Please let us know if you need further assistance.