SAR using High/Low

[Scarlett09]

Hi,

I'm trying to build a Strategy where a position will SAR when a prior high or low are taken out. For example if I am Short and the security crosses above the High from x periods ago then I want to Long.

In this example I am using a simple RSI with 35 and 65 the signal levels. In the Strategy Wizard I am inputting 10 as the 'bars ago' parameter yet the code seems to be ignored when I view it:

Here is my code:

// Condition set 1
if (CrossAbove(RSI(14, 3).Avg, 35, 1))
{
EnterLong(DefaultQuantity, "");
}

// Condition set 2
if (CrossBelow(Close, Low, 1))
{
EnterShort(DefaultQuantity, "");
}

// Condition set 3
if (CrossBelow(RSI(14, 3).Avg, 65, 1))
{
EnterShort(DefaultQuantity, "");
}

// Condition set 4
if (CrossAbove(Close, High, 1))
{
EnterLong(DefaultQuantity, "");


Please advise,

[NinjaTrader_JC]

Hello Scarlett09,

I believe you are referring to changing the RSI "Bars Ago" property. When comparing it to a numeric value (double) the strategy wizard will ignore this option because there is only two different overload methods for CrossAblove/CrossBelow and that is:

CrossBelow(IDataSeries series1, double value, int lookBackPeriod)
CrossBelow(IDataSeries series1, IDataSeries series2, int lookBackPeriod)

You may use the "Look back period" under the CrossAbove/CrossBelow inside the Strategy Wizard.

http://www.ninjatrader.com/support/h...crossbelow.htm

Let us know if we can be of further assistance.

[Scarlett09]

If I change Condition sets 2 and 4 to use a 10 "Look back period" I am still receiving the same result. Its as if Conditions 1 and 3 are being followed and Conditions 2 and 4 are being ignored. The revised code is below, please advise.



// Condition set 1
if (CrossAbove(RSI(14, 3).Avg, 35, 1))
{
EnterLong(DefaultQuantity, "");
}

// Condition set 2
if (CrossBelow(Close, Low, 10))
{
EnterShort(DefaultQuantity, "");
}

// Condition set 3
if (CrossBelow(RSI(14, 3).Avg, 65, 1))
{
EnterShort(DefaultQuantity, "");
}

// Condition set 4
if (CrossAbove(Close, High, 10))
{
EnterLong(DefaultQuantity, "");

[NinjaTrader_JC]

Hello Scarlett09,

You may import the following strategy that was done in the Strategy Wizard that has the look back period set for Conditions 1 and 3 for the Look Back Period set to 10.

To Import
1. Download the attached file to your desktop
2. From the Control Center window select the menu File > Utilities > Import NinjaScript
3. Select the downloaded file

Let us know if that helps out.