MAX() for sorting

[dunwoodyjr]

I am writing a simple Sector ETF rotation strategy and want to know if there is a way to find a MAX value from a group of double int


Sample double MaxETF = MAX(XLUvalue,XLFvalue,IYMvalue)

where the int inside are value already determined prior via a formula. Also, if there is a way, can I also find the 2nd highest value of the group and give it a value.

I believe a string may handle this.

Is this beyond the scope of this forum? Thanks!

[NinjaTrader_CalH]

Hello Dunwoodyjr,

Thank you for your note.

You would want to use Math.Max inside each other to obtain the desired filter for three values -

Math.Max(XLUValue, Math.Max(XLFvalue, IYMvalue));

You can use a two part IF statement to determine your 2nd highest value.
You would test what value the MaxETF equals too and then test for the other two.

Let me know if I can be of further assistance.