Highest bar before current bar

[siroki]

Hello,

I would like to know the High of the bars since the beginning of the session before the current bar. When I use the following code:

High[HighestBar(High, Bars.BarsSinceSession)]

If the current bar is actually the highest since the beginning of the session, I get the current bar high.

But I dont want this. I want to know the second highest bar. So the highest bar BEFORE the current bar.

Any ideas?

[NinjaTrader_PatrickH]

Hello siroki,

Thank you for your post.

You could set this to a variable and then call it on the next bar. For example:

        #region Variables
		private double highBeforeCurrentBar = 0;
        #endregion

        protected override void Initialize()
        {
		CalculateOnBarClose = true;	
        }
        
        protected override void OnBarUpdate()
        {
			// Add one to the value to truly calculate the value,
			// keep in mind the first value will not be correct
			// as the initial value is zero.
			Print(highBeforeCurrentBar+1);
			highBeforeCurrentBar = High[HighestBar(High, Bars.BarsSinceSession)];
        }

[siroki]

Great. Thanks for your help. Indeed I have fixed it by creating a variable and updating it once a new higher high has been formed. Awesome!

[umbertosm]

hi, I want to know the highest of the past 20 bars, at 'FirstTickOfBar' (with CalculateOnBarClose = false)
skipping the current bar [0] (from bar [1] to bar [20])
but I also want to know the index [i] of the bar that has this maximum.

If I use MAX(High,20) [1] I get the value of the maximum, but it is NOT possible to know the index of this bar.

If I use HighestBar (IDataSeries series, int period)
I get the index, and the highest bar,
but with High [HighestBar (Close, 20)]
I can not avoid considering also the bar [0] I do not want!

Is there a way to find maximum and index of the past 20 bars,
without having to use a FOR loop?

for (int i = 1; i<20; i++)
{
...
if (High[i]>High[i+1]) HighMax=High[i];
...
...
}

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

Based on your needs of not including the current bar, there would not be a built in method that excludes specific data points. HighestBar would be the best choice if you did not require excluding the current bar.

For this I believe the best route would be to create your own custom method that only includes the data you need. You would need to use a for loop for this to "loop" through the data as you have provided an example of.

I look forward to being of further assistance.