Double Low - Double High

[fliesen]

Hi
I'd have two questions to ask:

1. is there a way to implement a strategy searching for a double low (or a double high) in a reduced period ? I looked for something similar in this forum, however I found nothing;
2. the attachments shows that I have one strategy working somewhere, but I don't know which one: there is no active strategy in any chart nor on other opened scanners and windows, in Tools -> Strategies the boxes are all disabled, Orders-Executions-Positions tabs are full with rows but mention no strategy name..... How may I understand where do the orders come from ?

[NinjaTrader_CalH]

Fliesen,

Thank you for your post.

You would need to create your own logic for when to detect this and then use that information to essentially, start your strategy.

Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please reference my name in the subject of the email:ATTN Cal and this thread in the body

[fliesen]

Thank you, I watched into my log / trace files by myself, and could see the origin of the unexpected orders.
As to the double lows, it would be enough to me if I find something somewhere to start my logic with. Since I could retrieve nothing on the forum under "double lows", how do you say in English two minimums at the same level and in a near timeframe ?

[koganam]

Thank you, I watched into my log / trace files by myself, and could see the origin of the unexpected orders.
As to the double lows, it would be enough to me if I find something somewhere to start my logic with. Since I could retrieve nothing on the forum under "double lows", how do you say in English two minimums at the same level and in a near timeframe ?

You would use the Swing() class to get the last 2 swings, and if necessary the bars on which they occur, and then compare values as needed.

[fliesen]

Thank you.

Since my skills with NinjaScript are limited, do these functions

Low[Math.Min(0, Swing(5).SwingLowBar(0, 1, 30))]

and

High[Math.Max(0, Swing(5).SwingHighBar(0, 1, 30))]

correctly identify the lowest and highest price of the last 30 bars, to be compared with the current Close[0] ?

[koganam]

Thank you.

Since my skills with NinjaScript are limited, do these functions

Low[Math.Min(0, Swing(5).SwingLowBar(0, 1, 30))]

and

High[Math.Max(0, Swing(5).SwingHighBar(0, 1, 30))]

correctly identify the lowest and highest price of the last 30 bars, to be compared with the current Close[0] ?

Not quite. The first statement is wrong because it makes a test for a minimum barsAgo value that can result in a -1 illegal value. I believe that NT will trap it and return a 0 value for the bar, but the logic is still flawed.

For the comparison that you describe, correct would be:

Math.Min(Low[0], Low[Math.Max(0, Swing(5).SwingLowBar(0, 1, 30))])

and

Math.Max(High[0], High[Math.Max(0, Swing(5).SwingHighBar(0, 1, 30))])

[fliesen]

Thank you.

Can you confirm that "Math.Max" in the expression

Math.Min(Low[0], Low[Math.Max(0, Swing(5).SwingLowBar(0, 1, 30))])

?

[koganam]

Thank you.

Can you confirm that "Math.Max" in the expression

Math.Min(Low[0], Low[Math.Max(0, Swing(5).SwingLowBar(0, 1, 30))])

?

Yes. What do you think is the problem with it? Look at the placement of the brackets. They are always processed first in order. Arithmetic 101.

[fliesen]

Well, I thought that a Double Low had to be a Math.Min among lows, i.e. while I saw a "Max(imum)".
Thanks again.

[koganam]

Well, I thought that a Double Low had to be a Math.Min among lows, i.e. while I saw a "Max(imum)".
Thanks again.

The expression: Math.Max(0, Swing(5).SwingLowBar(0, 1, 30)) that is being used to calculate an index for a IDataSeries has nothing to do with what that IDataSeries might be. It is a calculation of an indexing value, period. Nothing more.