Sleeping 2 bars before continuing

[speedytrade02]

Hi, I'm trying to wait 2 candles before performing an action. I have the following code

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class test4 : Strategy
    {
        //private NinjaTrader.NinjaScript.Indicators.Sim22.Sim22_DeltaV2 Sim22_DeltaV21;
        private OrderFlowCumulativeDelta CumDelta1m;
        private OrderFlowCumulativeDelta CumDelta15s;
        private double price_15_high;
        private double price_15_low;



        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Joan strategy";
                Name                                        = "test4";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = false;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = true;
                MaximumBarsLookBack                            = MaximumBarsLookBack.Infinite;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
                Calculate = Calculate.OnBarClose;
                AddDataSeries("YM 03-23", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
                AddDataSeries("YM 03-23", Data.BarsPeriodType.Second, 15, Data.MarketDataType.Last);
                AddDataSeries("YM 03-23", Data.BarsPeriodType.Tick, 1, Data.MarketDataType.Last);
                AddDataSeries("YM 03-23", Data.BarsPeriodType.Volume, 1, Data.MarketDataType.Last);
            }
            else if (State == State.DataLoaded)
            {                
                CumDelta1m = OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Bar, 0);
                CumDelta15s = OrderFlowCumulativeDelta(BarsArray[2], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Bar, 0);
            }
        }

        protected override void OnBarUpdate()
        {                            

            // Check if current bar is 1m full candle
            if (BarsInProgress == 1 && CurrentBar > 0){

                double delta = CumDelta1m.DeltaClose[0];

                // obtain current 1m bar timestamp
                DateTime currentBarTime = Bars.GetTime(Bars.Count-2);

                if (delta > 100 || delta < -100){
                    double maxPrice = double.MinValue;
                    double minPrice = double.MaxValue;                    
                    DateTime futureTime = currentBarTime;
                    DateTime correctTime = futureTime;

                    int count = 3;

                    for (int i = 0; i < 4; i++){
                        double delta15s = CumDelta15s.DeltaClose[count];

                        if (delta15s > 60 || delta15s < -60){
                            double highPrice = Highs[2][count];
                            double lowPrice = Lows[2][count];

                            // Update max and min price if necessary
                            if (highPrice > maxPrice)
                                maxPrice = highPrice;
                                futureTime = futureTime.AddSeconds(15);
                                // we save at correctTime variable the candle timestamp where the max is located
                                correctTime = futureTime;
                            if (lowPrice < minPrice)
                                minPrice = lowPrice;
                                //futureTime = futureTime.AddSeconds(15);
                                correctTime = futureTime;
                        }

                        count--;
                        //futureTime = futureTime.AddSeconds(15);
                    }

                    // If a 15s candle with delta > 60 or delta < -60 was found, we save the variables on an array
                    if (maxPrice != double.MinValue && minPrice != double.MaxValue){
                        // Save values to an array
                        double[] priceRange = new double[] { maxPrice, minPrice };
                        Print(string.Format("{0} --> MAX price: {1}, MIN price: {2}", correctTime, priceRange[0], priceRange[1]));
                    }

                    else{
                        // If no 15 seconds candles with delta > 60 or delta < -60 was found, we save the MAX and MIN value of the 1 min array
                        double highPrice = BarsArray[1].GetHigh(0); // Get highest price of 1 min candle
                        double lowPrice = BarsArray[1].GetLow(0); // Get lowest price of 1 min candle

                        // Save LOW and High values into an array
                        double[] priceRange = new double[] { highPrice, lowPrice };
                        Print(string.Format("{0} --> MAX price: {1}, MIN price: {2}", correctTime, priceRange[0], priceRange[1]));
                    }
                }
            }
        }            
    }
}
​

So the thing is that after getting the low and high values inside "priceRange" vector, I would like to wait 2 candles before continuing analyizing other parameters. How should be done?

[NinjaTrader_BrandonH]

Hello speedytrade02,

Thanks for your post.

The CurrentBar value could be saved to a variable named something like "myCurrentBar" when you are getting the low and high values. Then you could create a condition that checks if CurrentBar is greater than your "myCurrentBar" variable plus 2 to see if at least 2 bars have passed since you got those values.

Or, a timer could be implemented in your script by using TriggerCustomEvent() to have the script wait a certain amount of time before performing an action.

CurrentBar: https://ninjatrader.com/support/help...currentbar.htm
TriggerCustomEvent(): https://ninjatrader.com/support/help...ustomevent.htm

[speedytrade02]

Thanks Brandon, that worked fine!