Residual in strategy

[bascher]

Hallo,

I want to use my residual indicator in a strategy. I want to do something if the indicator crossbelow 2. How should I do that?
I tried somthing like:

int Variable0 =2;
...
// Condition set 1
if (CrossBelow(SpreadPlot2(10, 1, 10, "").Upper, Variable0, 10))
{
PrintWithTimeStamp("works");
}

But there occurs nothing in the output window.
Thank you in advance.
Benjamin

[NinjaTrader_AdamP]

bascher,

Can we see some code for the SpreadPlot2 indicator? Its possible that this would never cross below 2, for example if the tick size is small.

[bascher]

Hallo Adam,

thank you for your reply. I have got the following code:

#region Variables
// Wizard generated variables
private int Variable0 = 1;
// User defined variables (add any user defined variables below)
#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;
// Add the second instrument
Add("$USDCAD", PeriodType.Minute, 1);
// Add the indicator with the values period=10, MyInput0=1, Frequency=10
//and second instrument=$USDCAD
Add(SpreadPlot2(10, 1, 10, "$USDCAD"));
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Condition set 1
// If SpreadPlot indicator cross below Variable0=1 print to outputwindow="works"
if (CrossBelow(SpreadPlot2(10, 1, 10, "$USDCAD"), Variable0, 1))
{
PrintWithTimeStamp("works");
}
}

But it happens nothing.
What I have to change?
Thank you in advance.
Best regards
Benjamin

[NinjaTrader_AdamP]

Hello,

I would suggest trying this :

Variable0 = 2*TickSize;
if (CrossBelow(SpreadPlot2(10, 1, 10, "$USDCAD"), Variable0, 1))

[bascher]

The condition variable is correct but I am not sure how to call the indicator and in which order this should be done.

[NinjaTrader_AdamP]

bascher,

I suspect that the following is the issue here :

CrossAbove(SpreadPlot2(10, 1, 10, "$USDCAD"), Variable0, 1)

This may never occur. The Variable0 = 2 will make the CrossAbove check to see if the spread calculation crosses above 2. Generally, spreads are Price1 - Price2 and will be something like 0.001 or something to that effect.

Does your spread indicator convert to ticks? What values does the Spread indicator output?

[bascher]

Attached is the output of my SpreadPlot indicator. There occurs nothing if cross below the value 1.I tried:
protected override void OnBarUpdate()
{
// Condition set 1
if (CrossBelow(SpreadPlot2(10, 1, 10, "").Plot0, Variable0, 1))
{
Print("funktioniert");
}
}
because .Plot0 is the property of the indicator
public DataSeries Plot0
{
get { return Values[0]; }
}

Values refered to:
if(outputStarted)
Value.Set(output);
Print(output);
???
and this is printed as:

Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));

But without any success.

[NinjaTrader_AdamP]

bascher,

You tried using Variable0 = 1?

In that example you showed me the value of spread doesn't seem like it ever reached 2.

[bascher]

I have changed this value to 1.
Can I send you the indicator an you will take a look?

[NinjaTrader_AdamP]

bascher,

I can take a look, but I would need the spread indicator and your strategy. We don't typically offer full debugging assistance however if its simple we don't mind taking a peek and seeing if something is immediately obvious.

You can send it to support at ninjatrader dot com with ATTN : Adam in the message.