Sum of indicator

[no111]

Hi there,

This is what I like to have as a strategy:
Buy when the sum from last 5 bars of RSI 2 period is below 35.

I have coded this:

        #region Variables
        // Wizard generated variables
        private int myInput0 = 1; // Default setting for MyInput0
        // User defined variables (add any user defined variables below)
        private DataSeries myDataSeries;
        #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()
        {
            CalculateOnBarClose = true;
            myDataSeries = new DataSeries(RSI(2,1));
            Add(RSI(2, 1));
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            if (SUM(myDataSeries, 5)[0] < 35)
            {
                EnterLong(DefaultQuantity, "L1of2");
            }
        
                    // EXIT LONGS
            if (Close[0] > SMA(5)[0])
            {
                ExitLong("EXIT", "");
            }
        } 

But this doesn't work, the counting I think..
Do you know what I'm doing wrong? thanks!

[no111]

Also this doesn't work:

 (CrossAbove(SUM(myDataSeries, 4), 35, 1)) 

[NinjaTrader_Brett]

Hello,

Thanks for your forum post.

RSI(2,1)

Is already a data series so you dont want to create one for it in Initialize().

Also, since your setting in Initialize this is only called once therefor it is not updating when the bar updates.

So you need to get this moved down to OnBarUpdate for it to update.

Let me know if I can be of further assistance.

[no111]

Hello,

Thanks for your forum post.

RSI(2,1)

Is already a data series so you dont want to create one for it in Initialize().

Also, since your setting in Initialize this is only called once therefor it is not updating when the bar updates.

So you need to get this moved down to OnBarUpdate for it to update.

Let me know if I can be of further assistance.

Ok, thanks but when I move this:
myDataSeries = new DataSeries(RSI(2,1));
to OnBarUpdate() it sill doesn't work properly

[no111]

It does work!

thanks

[NinjaTrader_Brett]

Great. Glad to hear your up and running.