Lookback period

[outsource]

Hello,Support!

How do i set conditions for the lookback period for say 10 bars?So 10 bars back - if any bar out of 10 is true during the period.

Thank you!

[NinjaTrader_JessicaP]

Hello outsource, and thank you for your question.

For this sort of thing, it is best to use a loop. I will give an example,

[FONT=Courier New]for (int i = 0; i < 10; i++)
{
    if (Close[i] > 50)
    {
        Print("Close broke 50");
    }
}[/FONT]

If you would like to loop over all your bars, use "CurrentBar" instead of "10".

If you would like code to process once, you will need a boolean, like this,

[FONT=Courier New]bool broke50 = false;
for (int i = 0; i < 10; i++)
{
    if (Close[i] > 50)
    {
        broke50 = true;
    }
}
if (broke50)
{
    Print("Close broke 50");
}[/FONT]

Please let us know if there is anything else we can help with.

[outsource]

Hello outsource, and thank you for your question.

For this sort of thing, it is best to use a loop. I will give an example,

for (int i = 0; i < 10; i++)
{
    if (Close[i] > 50)
    {
        Print("Close broke 50");
    }
}

If you would like to loop over all your bars, use "CurrentBar" instead of "10". Please let us know if there is anything else we can help with.

Hi,Jessica,

thank you for your reply.I need this logic for a strategy.I`m not sure where i put the code you provided,in a strategy.

[NinjaTrader_JessicaP]

It is the kind of thing that goes inside OnBarUpdate. It will probably need to be modified depending on what your condition is to work though.

If you would like some more detailed help, please send a code sample to platformsupport[at]ninjatrader[dot]com , replace [at] and [dot] where appropriate, and we will be able to help more.

When you reply, please reference this unique number :

1506907

[outsource]

So what i actually need is this:

Two bars - bar.a bar.b

ten bars back, it could be 10 bar.a or 10 bar.b, or an assortment of bar.a bar.b,so the first 3 bars - bar.a,next two bars - bar.b.10 bars back - either or bar.a/bar.b or mix of them.

I hope it`s clear

thank you!

[outsource]

I try something like this:

this.xp.Voodoo[1] == 1 || this.xp.Voodoo[2] == 1 || this.xp.Voodoo[Math.Min(CurrentBar, 3)]
== 1

with || statement,but in this way it recognises only 1 bar out of bar in the period.What i need is it to be able to recognise all 10,for e.g.

I didn`t put it correctly in the intro,sorry.Not any,but i need all of the 10 bars to fall into one category.

I can put all combination via && and || statements i guess,but i think it would be a real mess

[NinjaTrader_JessicaP]

The loop for checking every member looks very similar to the loop for checking any member. Using your code,

[FONT=Courier New]bool pass = true;
for (int i = 0; i < 10; i++)
{
    if ( this.xp.Voodoo[i] != 1 )
    {
        pass = false;
    }
}[/FONT]

In this example, the variable I called "pass" will only be true if every value for the most recent 10 bars is equal to 1.

[outsource]

The loop for checking every member looks very similar to the loop for checking any member. Using your code,

[FONT=Courier New]bool pass = true;
for (int i = 0; i < 10; i++)
{
    if ( this.xp.Voodoo[i] != 1 )
    {
        pass = false;
    }
}[/FONT]

In this example, the variable I called "pass" will only be true if every value for the most recent 10 bars is equal to 1.

Can i apply the || statement here?

bool pass = true;
for (int i = 0; i < 10; i++)
{
if ( this.xp.Voodoo[i] != 1 || this.xpb.Voodoo[i] != 1)
{
pass = false;
}
}

So the two values within 10 bars are being scanned

[NinjaTrader_JessicaP]

You certainly can. This would be the equivalent to saying "if either xp.Voodoo or xpb.Voodoo have any value other than 1 in their last 10 bars, count this as a failure"