AMSuiteVolatilityStop - Indicator Problem

[Master.Aurora]

Hello Support,

I am trying to use an indicator; Volatility Stop in my strategy. But, the problem is that it keeps on returning 0 and not the proper value it should return. Here is how i am trying to use the indicator:

value = AMSuiteVolatilityStop(2.5 , 10).Lower[0];

I am attaching the indicator as well with this post. From what it seems to me, there is a problem with the CalculateOnBarClose property. The indicator runs on CalculateOnBarClose = true while i need my strategy to work on CalculateOnBarClose = false.

Please advise.

Thanks
Umer

[NinjaTrader_PatrickH]

Hello Umer,

Thank you for your note.

I will test this indicator on my end and follow up with you on my findings.

[NinjaTrader_PatrickH]

Hello Umer,

Thank you for your patience.

I do not see the same behavior on my end, can you provide me with an example strategy that will have a value of 0 when calling AMSuiteVolatilityStop(2.5 , 10).Lower[0];?

I look forward to your response.

[Master.Aurora]

Hello,

This is how i am using it in my strategy:

AMSuiteVolatilityStop(BarsArray[2], 2, 10).Lower[0];

AMSuiteVolatilityStop(BarsArray[2], 2, 10).Upper[0];

These give me 0 all the time. Please note that i am running this strategy with:

CalculateOnBarClose = false;

In your runs which value of the above property did you use?

Hoping to hear from you soon.

Thanks
Umer

[NinjaTrader_PatrickH]

Hello Umer,

Thank you for your response.

What is the third bar series added to your NinjaScript code (BarsArray[2])?

I look forward to your response.

[Master.Aurora]

It can be any timeframe. But currently i am testing it for 10 minutes

[NinjaTrader_PatrickH]

Hello Umer,

Thank you for your response.

I have tested this as well and do not see the same results. So I may investigate this matter further can your provide full code for your indicator or strategy that can be tested on my end to reproduce this matter?

I look forward to your response.

[Master.Aurora]

Hello Patrick,

PFA a test script that i have run on my side and as you can see from the attached print logs as well as the screenshot below that the values are incorrect or zero.

http://screencast.com/t/6hI091eUJ5Q

Please advise.

Thanks
Umer

[NinjaTrader_PatrickH]

Hello,

Thank you for your patience.

I have replied to your e-mail concerning this matter.