How to reference PriceType

[Baruch]

Hi,
I declared a PriceType variable in a strategy and now I can choose (close, high, low,...)
private PriceType PrType = PriceType.Close;
How do I reference it in a SMA?
Like in: Add(SMA(????,Period));
and: SMA(????,Period)[0];

Regards,
Baruch

[NinjaTrader_Ben]

Hello,

I think this is what you are after:

SMA(Input,Period) ... etc.
This link my help:

http://www.ninjatrader-support.com/HelpGuideV6/Input.html

[Baruch]

Ben,
Thanks for a quick replay, but I still don't understand. Something is missing.
Let me expand the question a bit.
I have two SMA's (fast and slow).
The Parameters section has 4 parameters:
Fast_Period = 10
Fast_PrType = High //Gives a list box to choose
Slow_Period = 30
Slow_PrType = Low //Gives a list box to choose

Now how do I add the two MA's and get their values?
Add (SMA(?????,Fast_Period); // Should be High
Add (SMA(?????,Slow_Period); // Should be Low

So the INPUT for Fast should be HIGH and for Slow should be LOW.

Baruch

[NinjaTrader_Bertrand]

You would need custom inputs for both and then reference them in your call - http://www.ninjatrader-support2.com/...ead.php?t=5782

[Baruch]

Bertrand,
I know that and I have them:
private PriceType PrTypeFast = PriceType.High;
private PriceType PrTypeSlow = PriceType.Low;
And of course I have the necessary definitions in Properties.
But if I call SMA(PrTypeFast, PeriodFast)[0];
I get an error: Argument '1': cannot convert from 'NinjaTrader.DataPriceType' to 'NinjaTrader.DataSeries'.

So please if you can answer how to do it in more than one sentence, with all the peaces of the puzzle, I will be very grateful.

Baruch

[NinjaTrader_Bertrand]

Baruch, sorry was too quick in my previous reply - for this you would need to create custom enums as in this example to make available more than one input setting (PriceTypeSupported setting) - http://www.ninjatrader-support2.com/...ead.php?t=3420

[Baruch]

Bertrand,
NT already has PriceType as an enum and I can choose a wanted type.
My problem is that :
1. Add(SMA(????)) - doesn't have two parameters, only period and I need also price type.
2. SMA(??????,period) - what do I enter instead of the question marks. You saw the error I got.
I tried to define two dataseries (fast & slow), and set the appropriate values to them depending on the enum and calling SMA (MyDataSeriesFast, period); This doesn't create an error but it does nothing, I still get the same result like in SMA(Close, period) even if I choose PriceType.High.

Baruch

[NinjaTrader_Bertrand]

Correct Baruch, you would need to use a switch statement as in the sample to assign the relevant indicator calls for your different input series.

[Baruch]

Bertrand,
You are not answering my questions.
I just created a variant of samplemasrossover.
What wrong with it. As I asked Add(SMA(period)); doesn't accept price type parameter so in back testing by looking on a chart it says SMA(Close,10) and SMA(Close,25). How to make it something else like SMA(High,10)?

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Simple moving average cross over strategy.
/// </summary>
[Description("Simple moving average cross over strategy.")]
public class MACrossOver : Strategy
{
#region Variables
private int fast = 10;
private PriceType PrTypeFast = PriceType.Close;
private int slow = 25;
private PriceType PrTypeSlow = PriceType.Close;
private DataSeries MyDSFast;
private DataSeries MyDSSLow;
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SMA(fast).Plots[0].Pen.Color = Color.Orange;
SMA(slow).Plots[0].Pen.Color = Color.Green;
Add(SMA(fast));
Add(SMA(slow));
MyDSFast = new DataSeries(this);
MyDSSLow = new DataSeries(this);

CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
switch (PrTypeFast)
{
case (PriceType.Close):
MyDSFast.Set(Close[0]);
break;
case (PriceType.High):
MyDSFast.Set(High[0]);
break;
case (PriceType.Low):
MyDSFast.Set(Low[0]);
break;
case (PriceType.Median):
MyDSFast.Set((High[0] + Low[0]) / 2);
break;
case (PriceType.Open):
MyDSFast.Set(Open[0]);
break;
case (PriceType.Typical):
MyDSFast.Set((High[0] + Low[0] + Close[0]) / 3);
break;
}
switch (PrTypeSlow)
{
case (PriceType.Close):
MyDSSLow.Set(Close[0]);
break;
case (PriceType.High):
MyDSSLow.Set(High[0]);
break;
case (PriceType.Low):
MyDSSLow.Set(Low[0]);
break;
case (PriceType.Median):
MyDSSLow.Set((High[0] + Low[0]) / 2);
break;
case (PriceType.Open):
MyDSSLow.Set(Open[0]);
break;
case (PriceType.Typical):
MyDSSLow.Set((High[0] + Low[0] + Close[0]) / 3);
break;
}
if (CrossAbove(SMA(MyDSFast, fast), SMA(MyDSSLow, slow), 1))
EnterLong();
else if (CrossBelow(SMA(MyDSFast, fast), SMA(MyDSSLow, slow), 1))
EnterShort();
}
#region Properties
/// <summary>
/// </summary>
[Description("Period for fast MA")]
[Category("Parameters")]
public int p1_Fast
{
get { return fast; }
set { fast = Math.Max(1, value); }
}
[Description("")]
[Category("Parameters")]
public PriceType p2_PrTypeFast
{
get { return PrTypeFast; }
set { PrTypeFast = value; }
}
/// <summary>
/// </summary>
[Description("Period for slow MA")]
[Category("Parameters")]
public int p3_Slow
{
get { return slow; }
set { slow = Math.Max(1, value); }
}
[Description("")]
[Category("Parameters")]
public PriceType p4_PrTypeSlow
{
get { return PrTypeSlow; }
set { PrTypeSlow = value; }
}
#endregion
}
}

[NinjaTrader_Bertrand]

Baruch, ok I see so the strategy is actually calculating with the correct values? For the indicators added for display you can't change this dynamically in the Initialize() unfortuantely. You can take a look at the StrategyPlot sample for this then - http://www.ninjatrader-support2.com/...ead.php?t=6651

[Baruch]

Bertrand,
No it's not!
I made a new customization to samplemacrossover. I only changed SMA(fast) to SMA(High, fast) and then after back testing I added new indicator to a chart SMA(Close, 10) (fast=10). Both plots give same results, so in strategy it ignores the price type!!!
Please fix it.

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Simple moving average cross over strategy.
/// </summary>
[Description("Simple moving average cross over strategy.")]
public class MACrossOver2 : Strategy
{
#region Variables
private int fast = 10;
private int slow = 25;
#endregion
/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
SMA(10).Plots[0].Pen.Color = Color.Orange;
SMA(Slow).Plots[0].Pen.Color = Color.Green;
Add(SMA(Fast));
Add(SMA(Slow));
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick).
/// </summary>
protected override void OnBarUpdate()
{
if (CrossAbove(SMA(High, Fast), SMA(High, Slow), 1))
EnterLong();
else if (CrossBelow(SMA(High, Fast), SMA(High, Slow), 1))
EnterShort();
}
#region Properties
/// <summary>
/// </summary>
[Description("Period for fast MA")]
[Category("Parameters")]
public int Fast
{
get { return fast; }
set { fast = Math.Max(1, value); }
}
/// <summary>
/// </summary>
[Description("Period for slow MA")]
[Category("Parameters")]
public int Slow
{
get { return slow; }
set { slow = Math.Max(1, value); }
}
#endregion
}
}

[Anagoge]

Baruch, see here for a description of the Input array:

http://www.ninjatrader-support.com/HelpGuideV6/Input.html

[NinjaTrader_Bertrand]

Baruch, please post a zip export of the latest strategy you're now using, then I'll test this on my end - thanks.

[Baruch]

Its not the strategy I'm trading. Its just samplemacrossover with a small change.

Baruch

[NinjaTrader_JoshP]

Baruch,

In your zip you have no reference to any of the PriceType things you are trying to do. Please export one with the code you are using. Thank you.