MRO and LRO method for secondary series

[Lance El Camino]

I see in the Help guide that the MRO and LRO methods do NOT work on multi-series strategies and indicators. So does this mean that if I add a secondary series and have the following:
MRO (() => Highs[1][0] > Closes[1][0]), that it won't recognize the Highs[1][0] or Closes[1][0] of the secondary series?

[NinjaTrader_ChelseaB]

Hello Lance El Camino,

MRO / LRO will be looping back on the primary series and not on the secondary series.

Sure you can use those values from the other series, but they may be not the bar relative to the primary bar you think it is and you could run into index errors.

In other words, as it loops back to the previous Closes[0][0] bar, Closes[1][0] may not be the previous bar, depending on if its using the same interval as the primary.

[Lance El Camino]

Thanks for the confirmation. A simple workaround is to create a bool that is true on the primary series when a condition is met on the secondary series and apply MRO/LRO to when that variable was last true.

[NinjaTrader_ChelseaB]

Hello Lance El Camino,

If you need to know when the condition is true looping through the added series indexes, you might just use a loop.

Thats what MRO and LRO are doing internally.

int conditionFoundBarsAgo = -1;

for (int index = 0; index < 10; index++)
{
if ( Highs[1][index] < Closes[1][index] )
{
conditionFoundBarsAgo = index;
}
}

Print(conditionFoundBarsAgo);

[Lance El Camino]

Thank you. Do LowestBar and HighestBar operate in the same way, not being able to use secondary series?

[NinjaTrader_ChelseaB]

Hello Lance El Camino,

I am not aware of this limitation with HighestBar() / LowestBar (as these are not being supplied a lambda expression).

However, you could still make a loop for the same behavior.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/95460-how-to-get-bar-number-of-max-value?p=1113896#post1113896