Initializing Long and Short Price Threshold

[doug_p]

Is there a way for NinjaScript to recognize the current High[0] and Low[0] values within the Initialize function so that when a Strategy is selected via Right Click - Strategy ... the properties dialog is populated with initial values? I've tried the following but the High and Low values aren't recognized when I pull up the Strategy.

protectedoverridevoid Initialize()
{
CalculateOnBarClose = true;
TimeInForce = Cbi.TimeInForce.Day;
LongThreshold = High[0] + 5*TickSize;
ShortThreshold = Low[0] - 5*TickSize;
}

Where LongThreshold and ShortThreshold are as follows:

privatedouble m_LongThreshold = 0.0;
privatedouble m_ShortThreshold = 0.0;

[Description("Buy Long Price")]
[Category("Parameters")]
publicdouble LongThreshold
{
get { return m_LongThreshold; }
set { m_LongThreshold = Math.Max(1, value); }
}

[Description("Sell Short Price")]
[Category("Parameters")]
publicdouble ShortThreshold
{
get { return m_ShortThreshold; }
set { m_ShortThreshold = Math.Max(1, value); }
}

[NinjaTrader_JoshP]

doug_p,

No, you should not place any such logic in Initialize(). If you just want to set it once you can do it in OnBarUpdate().

if (CurrentBar == 0 && FirstTickOfBar)
     // Do something

[doug_p]

Thank You

Ok great thank for your advice I will use your approach.

[NinjaTrader_JoshP]

Also, if you are in a strategy you may not be able to check for CurrentBar = 0. You would instead want to check for CurrentBar = BarsRequired.