How CrossAbove() is calculated?

[Valyo]

Hello,

I have following settings:

Primary bars are 1-minute bars. There are supplementary 3-minute bars - BarsArray[2].

I want to know is there a cross above of two DataSeries based on supplementary bars within last 30 minutes.

So the syntax is like this:

CrossAbove(LinReg(Closes[2],10),LinReg(Closes[2],30),barsLookBack);

What should I place for barsLookBack, so that period is 30 minutes?

• If CrossAbove is synchronized with primary 1-minute bars, it should be barsLookBack = 30.
• If CrossAbove is synchronized with supplementary 3-minute bars, it should be barsLookBack = 10.

Thanks,

Valentin

[NinjaTrader_CalH]

Hello Valyo,

You can have a check in the beginning of OnBarUpdate() for this.

if(BarsInProgress == 0)
barsLookBack = 30
if(BarsInProgress == 1)
barsLookBack = 10;

[Valyo]

Thank you, Cal. So, it depends on how OnBarUpdate() runs.

In this strategy OnBarUpdate() runs only with primary bars, so I should use barsLookBack = 30.