Displacement/offset for Linear Regression.. how?

[theoreticaLee]

I'm trying to setup a strategy to use a linear regression line w/ Period 24, offset: 2..

I was able to setup this fine in the indicators (they apply to my chart), but if I apply both at the same time, they use 2 different offsets.

Any ideas? (see pictures)

[NinjaTrader_JoshP]

theoreticaLee,

In your indicators dialogue you are using Displacement. Displacement is not the same as the Offset being used in the Condition Builder.

Displacement is a visual concept of just having the indicator plotted either a few bars in front of where it normally would or a few bars behind. Offset is a concept to actually change the values of the indicator. Offsetting by 2 ticks means take the Linear Regression value and add two ticks to it.

[ES Larrikin]

theoreticaLee,

Displacement is a visual concept of just having the indicator plotted either a few bars in front of where it normally would or a few bars behind.

Fantastic description. The big question is, is it "codeable"? Any suggestion I've read in the forum gives me a coding error, including this from the help menu ...

// Initialize method of a custom indicator
protected override void Initialize()
{
Add(new Plot(Color.Orange, "SMA"));
Displacement = 2; // Plots the indicator value from 2 bars ago on the current bar
}
Thanks David

[NinjaTrader_RyanM1]

Hi David,

Displacement = 2;

This line compiles in an indicator here. Hopefully can track down why it's not working for you. Can you please let us know the following:

• Are you using in an indicator?
• What is the descriptive error message you're getting when using it?
• Does it list the errors related to the script you're working with or a different script?
• Did you copy that whole block or just add Displacement to an indicator's existing Initialze() method?
• What version of NinjaTrader are you using? Check with Help > About.

[ES Larrikin]

Hi David,

Displacement = 2;



This line compiles in an indicator here. Hopefully can track down why it's not working for you. Can you please let us know the following:

• Are you using in an indicator?
• What is the descriptive error message you're getting when using it?
• Does it list the errors related to the script you're working with or a different script?
• Did you copy that whole block or just add Displacement to an indicator's existing Initialze() method?
• What version of NinjaTrader are you using? Check with Help > About.

I guess before I go any further, I must qualify that I'm still on training wheels regarding C coding. The NT version I'm using 7.0.1000.6. Is it possible to code say, a SMA(20) crossing above/below a SMA(20) with a 2 bar displacement? Maybe this is something for the Condition Builder in the next version?
The Image displays what I'm getting. What am I doing wrong?
Thanks David

[NinjaTrader_RyanM1]

You're trying to use Displacement in a strategy. It's for indicator plots only.

To code this in a strategy wizard, you want to work with the bars ago value for an indicator when creating your condition.

http://www.ninjatrader.com/support/helpGuides/nt7/condition_builder.htm

[ES Larrikin]

Thanks Ryan,
The other question I have is, " Is it possible to code say, a SMA(20) crossing above/below a SMA(20) with a 2 bar displacement?". If it's not possible then I won't waste my time trying to figure it out.
Thanks David

[NinjaTrader_JoshP]

David,

SMA(20) with a 2 bar displacement is just moving the old SMA values forward. This would be equivalent to just accessing SMA(20)[2] instead of [0]. You can check for that double value to do such a comparison.

[ES Larrikin]

David,

You can check for that double value to do such a comparison.

Please pardon my ignorance but I don't understand what you're saying. I have tried coding in a SMA(20)[5]CrossbelowSMA(20) but nothing happens. In the example, the blue SMA has been displaced 5 bars ahead of the current gold SMA.
Can you tell me the context in which I should use the code below from the HELP menu so as not to get a coding error?

// Initialize method of a custom indicator
protected override void Initialize()
{
Add(new Plot(Color.Orange, "SMA"));
Displacement = 2; // Plots the indicator value from 2 bars ago on the current bar
}

Where do I set the SMA value? Feeling like a dunce but if I don’t ask, I don’t learn.
Thanks David
PS I've added the conditionbuilder image if it helps. This code only plots a single SMA.

[NinjaTrader_RyanM1]

Displacement does not belong in a strategy. It's a visual setting that shifts plot values forward. It belongs in indicator scripts only. It won't compile and has no place anywhere in your strategy code.

You can reference prior bar values by applying a bars ago value (if you're working in the condition builder), or using [] if you're working with code.

See here for help working with the condition builder. Whenever you select an indicator or price data value, you have a bars ago setting you can specify.

See here for help working with [ ] to reference prior bar values:

http://www.ninjatrader.com/support/forum/showthread.php?t=19346

[ES Larrikin]

Displacement does not belong in a strategy. It's a visual setting that shifts plot values forward. It belongs in indicator scripts only. It won't compile and has no place anywhere in your strategy code.

You can reference prior bar values by applying a bars ago value (if you're working in the condition builder), or using [] if you're working with code.

See here for help working with the condition builder. Whenever you select an indicator or price data value, you have a bars ago setting you can specify.

See here for help working with [ ] to reference prior bar values:
http://www.ninjatrader.com/support/f...ad.php?t=19346

So, the simple answer to my question, " Is it possible to code say, a SMA(20) crossing above/below a SMA(20) with a 2 bar displacement?" is no, it cant. Is that correct?
David

[NinjaTrader_RyanM1]

No, displacement cannot be used in a strategy.

Displacement is the visual representation of accessing prior bar values though. If you review the last few posts by us, it may start to make sense why we're telling you about bars ago and [ ] brackets.

if (CrossAbove(SMA(20), SMA(20)[2], 1))
{
}