> x but less than y for a z seconds

[birdog]

Hi folks:

This is just a "sample indicator" example code condition, but I would like to do the following. I am wanting it to execute only if the sample indicator is greater than > 1 BUT less < 2 IF the condition lasts for more than X seconds (say X is like 30 seconds as an example). How would I condition for the X seconds? I think the first two for greater than BUT less than is ok...just need to include the seconds component (or some equivalent that would work well) and have it reset each time the condition goes back below >1 or above <2 each time.

---
&& sample indicator[0] > 1
&& sample indicator[0] < 2
&& the two above sample indicator conditions last for greater than x seconds (say 30 seconds for this example).

I would want to be sure it resets the seconds counter each time the condition goes outside or below 1 and /or outside or above 2 so if it comes back down it the range the seconds counter would start over.
---

The idea is that I want to exit if the condition is sustain for some time, BUT if there is a move past or beyond these conditions in a fast moving market, I don't want it to execute a exit while in between these conditions (rather I want it to keep me in longer to benefit from the faster moving market). Then, I might have a different condition to get me out at a better level (separate condition from the above).

Do you have some thoughts on how I can achieve in the code and where to put it. I am sure some kind of seconds counter variable I would have to add too etc...

[NinjaTrader_PatrickH]

Hello birdog,

Thank you for your post.

You could use Add() to add in a 1 second period type, and then calculate the X based on this bar series, resetting when appropriate.

If you want to create a custom timer you can view an example by going to Tools > Edit NinjaScript > Indicator > BarTimer.

Please let me know if I may be of further assistance.

[birdog]

Hello birdog,

Thank you for your post.

You could use Add() to add in a 1 second period type, and then calculate the X based on this bar series, resetting when appropriate.

if you want to create a custom timer you can view an example by going to Tools > Edit NinjaScript > Indicator > BarTimer.

Please let me know if I may be of further assistance.

Thanks...smile...

@patrickH could you post the code I would use to achieve it? I am a little confused on how to approach it. I looked at the bar timer...does not help...smile...sorry...

[birdog]

Or, anyone can reply if they know...

[NinjaTrader_PatrickH]

Hello birdog,

Thank you for your patience.

Below is an example I have created with my own custom indicator:

        #region Variables		
        private int myCount = 0;
        #endregion

        
        protected override void Initialize()
        {
           	Add(PeriodType.Second, 1);
			CalculateOnBarClose = false;
        }
		
		protected override void OnBarUpdate()
		{
			if(CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired)
				return;
			
			if(BarsInProgress == 1)
			{
				if(MyTestIndicator(BarsArray[0]).MyInt[0] == 2)
					myCount++;
				else
					myCount = 0;
			}
			
			if(myCount >= 30)
				Print("Condition held longer than 30 seconds");
		}

Adding in the 1 Second Period Type allows me to check the condition is true every second through BarsInProgress == 1. I then add a count to add one to myCount for each second the condition is true, the moment the condition is false I set myCount to 0. The use of BarsArray[0] makes sure the indicator is checking the primary bar series rather than the 1 Second Period Type.

Please review the information at the following link for using multiple time frames in your code: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if you have any questions.

[birdog]

Hello birdog,

Thank you for your patience.

Below is an example I have created with my own custom indicator:

        #region Variables		
        private int myCount = 0;
        #endregion

        
        protected override void Initialize()
        {
           	Add(PeriodType.Second, 1);
			CalculateOnBarClose = false;
        }
		
		protected override void OnBarUpdate()
		{
			if(CurrentBars[0] <= BarsRequired || CurrentBars[1] <= BarsRequired)
				return;
			
			if(BarsInProgress == 1)
			{
				if(MyTestIndicator(BarsArray[0]).MyInt[0] == 2)
					myCount++;
				else
					myCount = 0;
			}
			
			if(myCount >= 30)
				Print("Condition held longer than 30 seconds");
		}

Adding in the 1 Second Period Type allows me to check the condition is true every second through BarsInProgress == 1. I then add a count to add one to myCount for each second the condition is true, the moment the condition is false I set myCount to 0. The use of BarsArray[0] makes sure the indicator is checking the primary bar series rather than the 1 Second Period Type.

Please review the information at the following link for using multiple time frames in your code: http://www.ninjatrader.com/support/h...nstruments.htm

Please let me know if you have any questions.

Thank you @PatrickH (I am checking it out)!