Lower highs/Lower Lows

[dirygoatee]

I am working on a strategy that tests for Lower Highs and Lower lows for consecutive days.

Currently i set it up to calculate based on checking each manually

&& High[2] < High[3]
&& Low[2] < Low[3]
&& Low[1] < Low[2]
&& High[1] < High[2]
&& High[0] < High[1]
&& Low[0] < Low[1])

Is there anyway I could have this process calculate based on number of days?

My goal is to use the optimizer on the number of days of consecutive lower lows or lower highs, but I can't optimize if I use this hard logic and don't have a parameter/variable that denotes # of days of this behavior.

Thanks for all your help on all my questions

[NinjaTrader_RyanM1]

Hi dirygoatee,

There are built in methods that can make these types of conditions easier to work with. Please have a look at nbarsDown and nBarsUp.

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

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

[dirygoatee]

Ryan, thank you for your response. I played with the NBar method, however I don't want any logic related to the close. My goal is reference only the highs and lows. Can the NBar reference only the high and low and ignore the close?

I used the statement below and set the bool's on the High and Low to true, but it still seems to force a lower close

NBarsDown(barCount, false, true, true)[0] == 1

[NinjaTrader_Bertrand]

dirygoatee, can you try for your logic for example this call :

NBarsDown(High, barCount, false, true, true)[0] == 1

This would force the input series to be the High series.