countif error

[junkone]

hello
i have a multi timeframe strategy and get error when i use countif

07/05/2009 4:59:34 PM Strategy Error on calling 'OnBarUpdate' method for strategy 'forexZLR': 'CountIf' can't be run on multi series strategies.

[SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]private[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]bool[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] IsADXTrending()
{
[/SIZE][SIZE=2][COLOR=#008000][SIZE=2][COLOR=#008000]// check if adx is trending
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]bool[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] _ADXTrending = [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] (CountIf([/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]delegate[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] { [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] ADX(14)[1] < ADX(14)[2]; }, 3) >= 3)
{
_ADXTrending = [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
}
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]else
[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2]{
_ADXTrending = [/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2];
}
[/SIZE][SIZE=2][COLOR=#0000ff][SIZE=2][COLOR=#0000ff]return[/COLOR][/SIZE][/COLOR][/SIZE][SIZE=2] _ADXTrending;
}
[/SIZE]

what r my options

[NinjaTrader_JoshP]

You while need to create your own loop that checks the bars you want and then just increment a counter each time your conditions are met.

[r2kTrader]

Josh,

I might be having a similar problem.

This works:

if (dsSpread[0] > dsSpread[1]
&& dsSpread[1] > dsSpread[2]
&& dsSpread[2] > dsSpread[3]
&& dsSpread[3] > dsSpread[4]
&& dsSpread[4] > dsSpread[5]
&& dsSpread[5] > dsSpread[6])
{
EnterShort();
}

//But this doesn't? Why? I don't get a compile error, just dead air.

if (CountIf(delegate {return dsSpread[0] > dsSpread[1];}, 6) >= 6)
{
EnterShort();
}

END:
dsSpread is a DataSeries that stores the value of the difference between two futures contracts. So my value is derived from two different instruments.

I really enjoyed the elegance of CountIf verses a counter. Is this CountIf limited solely to the primary instrument?


Thanks,

[NinjaTrader_JoshP]

Unfortunately CountIf() will not work in a multi-series strategy.

[r2kTrader]

Unfortunately CountIf() will not work in a multi-series strategy.

Josh,

It might not hurt to make a note of that in the documentation.

Also, the CountIf works, but not with my DataSeries. It will work with the Close[] DataSeries. Also, my DataSeries is just a stored result from calculating the difference between the two instruments. Are you saying that the CountIf "knows" my value is derived from the difference between the two instruments and as such will not work?

Again, in the same strategy, CountIf works if I plug a dataSeries like Close[].


Thanks,

[NinjaTrader_JoshP]

r2kTrader,

Thanks for the suggestion. It should already be in the documentation in red. CountIf will not work in multi-instrument or multi-time frame strategies.

[r2kTrader]

r2kTrader,

Thanks for the suggestion. It should already be in the documentation in red. CountIf will not work in multi-instrument or multi-time frame strategies.

You mean right at the beginning where someone who was reading would see it before even considering the use of the function?

I don't know, I just looked at the help for CountIf and it really isn't very clear , I mean putting the NOT part in bold red was distracting. Nobody ever pays attention to bold red. Try to pick up the slack eh Josh. I mean really, bold red? Try to come up with something that might get people's attention, lol.


Definition
Counts the number of occurrences of the test condition over the look back period expressed in bars. This method will NOT work on multi-instrument or multi-time frame strategies.

[r2kTrader]

Josh,

On a serious note, how come it works in multi when I plug a dataseries like Close[]?

Ah, I think I remember. It will "work" but not consecutively as it needs a DataSeries to function properly, otherwise it is just a test of false/true but does not store and count.

[NinjaTrader_JoshP]

Right. I would not know the behavior of it in a multi-series strategy. Please use counters if you wanted to increment something instead.

[xTrader1]

You mean right at the beginning where someone who was reading would see it before even considering the use of the function?

I don't know, I just looked at the help for CountIf and it really isn't very clear , I mean putting the NOT part in bold red was distracting. Nobody ever pays attention to bold red. Try to pick up the slack eh Josh. I mean really, bold red? Try to come up with something that might get people's attention, lol.


Definition
Counts the number of occurrences of the test condition over the look back period expressed in bars. This method will NOT work on multi-instrument or multi-time frame strategies.

Just my 2 cents:
For me the documentation is clear, but makes the function much less useful. I suggest to implement it without such limitation.

[NinjaTrader_JoshP]

xTrader1,

Thanks for sharing your thoughts. It is on our list of future considerations.