Look back period

[tonynt]

Hello,

I have a short question. When doing a strategy and backtesting there appears sometimes that the lookback period is to understand in 2 ways. Eg with a value of 3

a.) it seems and I thought condition is filled when this happens within the 3 bars (not matter if bars-1 or bars-2 or bars-3 is the one where it occurs)

b.) but sometimes it seems that it is filled only when exactly at the bar indicated (here bars-3) the referring condition occurs, eg the crossover has to happen exactly at this bar.

What is the correct one? (I think the "within" a. but can it happen in the coding that the b. works, too?)

Thanks
Tony

[NinjaTrader_Brett]

Hello,

Thanks for your note.

It does check if it occured between the current bar and the number of bars back.

However when your running it live. The earliest cross over condition will be true if the crossover occured on bar 1 bar 2, or bar 3.

Let me know if I can be of further assistance.

[tonynt]

Lookback period

Hello,

thanks for your reply. Can I add within the coding also lookback-period to

KeyReversalDown(1)[0] == 1

???

Because within the wizard it is not possible.

Might it be eg for lookback period 3: KeyReversalDown(1)[3] == 1

Referring to my inital question can you please tell me if so and if this is also "within 3 bars" or maybe in this case "exactly 3 bars ago"?

Thanks
Tony

[NinjaTrader_RyanM1]

Hello Tony,

This is exactly three bars ago and not within three bars. For "within 3 bars" type of statement you can work with built in method CountIf(). This counts the number of occurrences of the condition over the specified lookback period.

[tonynt]

Look back period

Hello,

thank you for your reply. Of course I checked the link with CountIf but I can not do it for KeyReversalBar. SORRY!

Can you please write this line with KeyReversal for me to understand.

Thank you!

Best regards
Tony
(lifetime-member)

[NinjaTrader_Bertrand]

Hi Tony, this would unfortunately not be possible in the wizard - but with custom coding take for example the snippet below as example -

if (CountIf(delegate {return KeyReversalUp(1)[0] == 1;}, 3) >= 1)
EnterLong();