Question on @MAX and @MIN. What is the role of "CurrentBar < thisBar"?

[hedgeplay]

Hi,

I would like to better understand the role of this condition statement included in both @MAX.cs and @MIN.cs.

CurrentBar < thisBar

What are a few examples of situations that demonstrate when CurrentBar < thisBar will equate to 'True'?


Thanks!
HedgePlay





Below is unmodified default NT8 code for @MAX.cs pasted in just to provide a handy context reference.

namespace NinjaTrader.NinjaScript.Indicators
{
/// <summary>
/// The Maximum shows the maximum of the last n bars.
/// </summary>
public class MAX : Indicator
{
private int lastBar;
private double lastMax;
private double runningMax;
private int runningBar;
private int thisBar;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptIndicatorDe scriptionMAX;
Name = NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meMAX;
IsOverlay = true;
IsSuspendedWhileInactive = true;
Period = 14;

AddPlot(Brushes.DarkCyan, NinjaTrader.Custom.Resource.NinjaScriptIndicatorNa meMAX);
}
else if (State == State.Configure)
{
lastBar = 0;
lastMax = 0;
runningMax = 0;
runningBar = 0;
thisBar = 0;
}
}

protected override void OnBarUpdate()
{
if (CurrentBar == 0)
{
runningMax = Input[0];
lastMax = Input[0];
runningBar = 0;
lastBar = 0;
thisBar = 0;
Value[0] = Input[0];
return;
}

if (CurrentBar - runningBar >= Period || [SIZE=14px][B]CurrentBar < thisBar[/B][/SIZE])
{
runningMax = double.MinValue;
for (int barsBack = Math.Min(CurrentBar, Period - 1); barsBack > 0; barsBack--)
if (Input[barsBack] >= runningMax)
{
runningMax = Input[barsBack];
runningBar = CurrentBar - barsBack;
}
}

if (thisBar != CurrentBar)
{
lastMax = runningMax;
lastBar = runningBar;
thisBar = CurrentBar;
}

if (Input[0] >= lastMax)
{
runningMax = Input[0];
runningBar = CurrentBar;
}
else
{
runningMax = lastMax;
runningBar = lastBar;
}

Value[0] = runningMax;
}

#region Properties
[Range(1, int.MaxValue), NinjaScriptProperty]
[Display(ResourceType = typeof(Custom.Resource), Name = "Period", GroupName = "NinjaScriptParameters", Order = 0)]
public int Period
{ get; set; }
#endregion
}
}

[NinjaTrader_BrandonH]

Hello hedgeplay,

Thanks for your post.

thisBar is an int variable that refers to the current bar. The way the script works is on each update, if thisBar is not equal to CurrentBar then it gets set to CurrentBar. This means that thisBar would always be less than or equal to CurrentBar.

That said, this would mean that the CurrentBar < thisBar condition check would never return true and does nothing in the script. It is likely something that was overlooked when the script was developed.

If you would like to have the condition removed from the script, you could make a copy of the script in the NinjaScript Edtior and omit CurrentBar < thisBar. To make a copy of the script, open the MAX indicator script in a NinjaScript Editor window, right-click in the script, click 'Save as', and name the copy of the script. Once a copy is created, changes could be made.

Let us know if we may assist further.

[hedgeplay]

...

That said, this would mean that the CurrentBar < thisBar condition check would never return true and does nothing in the script. It is likely something that was overlooked when the script was developed.

...

"condition check would never return true and does nothing in the script."

That's what it looked like to me, hence the question.


Thanks Brandon!

[bltdavid]

That said, this would mean that the CurrentBar < thisBar condition check would never return true and does nothing in the script. It is likely something that was overlooked when the script was developed.

Interestingly, NT7 files @MAX.cs and @MIN.cs do not have this check.

You would think it was added to NT8 for a reason ...

[hedgeplay]

You would think it was added to NT8 for a reason

Hi David,

Totally guessing...

1) I expect it was added because it was needed.

2) In later Development the ~~"if(not enough CurrentBars yet) return;" work then eliminated the need for " CurrentBar < thisBar"

3) The Developer just forgot to cleanup and delete the now superfluous " CurrentBar < thisBar " line from the shipping code.

HedgePlay

[bltdavid]

Totally guessing...

"Doubtful", says my engineering detective mind.
Why? The NT7 --> NT8 code transition doesn't support those guesses.

Take a look at the NT7 vs NT8 code, side by side.
I've attached a screenshot below.

I actually agree with you and BrandonH that the code is useless.

But ..
Considering the heritage of @MAX.cs already existing in practically
identical form in NT7, it begs the 'why' question. I mean, the finer
point is to realize it was added to NT8, it was not there in NT7
because obviously it was not needed -- so, why was it added?

That's the curious part.

Remember, NT7 was the starting point for NT8, and NT7 didn't
have that code -- so it must have been added to NT8, right?

What was that reason?
Is there a corner case it's trying to catch?
Is it leftover code? Leftover from what?

I don't know the reason. Thus my rhetorical comment.

So, yeah, it looks useless (and benign) to me, too.

I don't imagine we'll ever really know.
My money is on some intern did it.

[hedgeplay]

My money is on some intern did it.

That's funny.

[mithnadril]

In NT 8 new bar types are supported. Some bar types support RemoveLastBar, so after removing the last bar CurrentBar can be lower than thisBar.

The special handling of these bars was added in many indicators.

[hedgeplay]

In NT 8 new bar types are supported. Some bar types support RemoveLastBar, so after removing the last bar CurrentBar can be lower than thisBar.

The special handling of these bars was added in many indicators.

Mithnadril, Thank you for the post!

If I read your reply correct you are saying that all of the chat above is wrong and in fact "|| CurrentBar < thisBar)" is accurate and important code.


Thank you! Your reply is why I posted, to learn something more about NT8.

HedgePlay

[mithnadril]

the code is optimized, the max of bar [n-1] to bar [1] is constant, So only the current bar ist compared to the previous bars.

The special handling is more obvious in the SMA indicator, Here you have 2 clear paths, one if IsRemoveLastBarIsSupported is true and one for the common bar types.

[bltdavid]

Very interesting ... thanks Mithnadril!

Yeah, as you can tell ..
I was kinda wondering if there was a reason.
Twas a corner case all along.