MTF - Referencing non primary MAX value

[ShaneAU]

Hey guys,

I am trying to reference a MAX() Value on a second time frame, what I have is below but I am getting compile errors. I was wondering if anyone had ideas how to get this working?

My code is:

(In Initialize):

Add(PeriodType.Day, 1);

Then called on bar update:

gapSize = MAX(BarsArray[1],High,barsSinceLastHigh + lookBackPeriod)[0] - MIN(BarsArray[1],Low,barsSinceLastHigh + lookBackPeriod)[0];

The error that I am getting is:
"No overload method for 'MAX' takes 3 arguments."

It seems to not like me adding the BarsArray[1], but there is not MAXs so am a bit stuck...

Thanks!!
Shane

[NinjaTrader_Bertrand]

Hi Shane, the bars array would be fine, there's an overload to allow using an IDataSeries as parameter as well. The issue is your other paramters, the MAX would really only take a period input over which to lookback for the highest value in the series. Were you instead perhaps looking to use the Math.Max method from C# where you pass in two parameters and get the higher one returned?

[ShaneAU]

Hi Bertrand,

Thanks for your quick reply.

What I am trying to achieve, is to find the highest high over X periods, and subtract from it the lowest low over Y periods, and store that result as a variable.

This was working correctly until I added another data series - what I mean is I originally had the strategy working as an daily strategy, but I am now trying to adapt it to be a 1 minute timeframe to get a greater control over entry/exit (with 1 min being the primary and daily being the secondary series).

Also I had another question, if under OnBarUpdate I use BarsInProgress = 1 to call a method, will that method know the dataseries which it was called within, or do I still have to reference it using BarsArray? Like could I use Close[0] to get the secondary data value or would I have to use Closes[1][0]?

Thanks again & cheers,
Shane

[NinjaTrader_Bertrand]

Thanks Shane, I see the issue now. Can you try that snippet below?

gapSize = MAX(Highs[1], ,barsSinceLastHigh + lookBackPeriod)[0] - MIN(Lows[1], barsSinceLastHigh + lookBackPeriod)[0];

The methods are sensitive to called context, so Close[0] in BarsInProgress == 1 is the second series close.

[ShaneAU]

That got it, thanks heaps Bertrand!