Swing vs Low[Math.Min] not as expected

[12tkram]

Hi, am trying to get the values for the last 3 x swing highs and swing lows using the swing indicator, and the output for the swing low give the same value for 1,2 and 3 ? is the code below valid ? many thanks for looking

                Print("0 1 The high of the swing bar "+Swing(5).SwingHighBar(0, 1, 128)+" is " +High[Math.Max(0, Swing(5).SwingHighBar(0, 1, 128))] );
                Print("0 2 The high of the swing bar "+Swing(5).SwingHighBar(0, 2, 128)+" is " +High[Math.Max(0, Swing(5).SwingHighBar(0, 2, 128))] );
                Print("0 3 The high of the swing bar "+Swing(5).SwingHighBar(0, 3, 128)+" is " +High[Math.Max(0, Swing(5).SwingHighBar(0, 3, 128))] );

                Print("0 1 The low of the swing bar "+Swing(5).SwingLowBar(0, 1, 128)+" is " +Low[Math.Min(0, Swing(5).SwingLowBar(0, 1, 128))] );
                Print("0 2 The low of the swing bar "+Swing(5).SwingLowBar(0, 2, 128)+" is " +Low[Math.Min(0, Swing(5).SwingLowBar(0, 2, 128))] );
                Print("0 3 The low of the swing bar "+Swing(5).SwingLowBar(0, 3, 128)+" is " +Low[Math.Min(0, Swing(5).SwingLowBar(0, 3, 128))] );

[12tkram]

Ah, should be Math.Max for a Low also .. ok, my bad .. ?!!!!

[NinjaTrader_ChrisL]

Hello 12tkram, thanks for your post.

The code you posted works fine for me. I made a test that draws a dot 3 swing highs. Please see attached. To add it to your system, place the file within Documents\NinjaTrader 8\bin\Custom\Indicators.

Let me know if it is not working after reviewing this, kind regards.

[12tkram]

that code works ? for me all the values for the swing lows were exactly the same, i switched it over to Math.Max and it seemed to work ok .. I will check out your code and mine is still a bit weird to be honest .. thanks for your feedback ..

[12tkram]

oh, ok, yeh, yours is for the swing highs, mine works fine for the swing highs, it was the swing lows that were the issue.

[NinjaTrader_ChrisL]

Hi,

I revised my OnBarUpdate method and this is working for me:

protected override void OnBarUpdate()
{
//Swing(int strength).SwingHighBar(int barsAgo, int instance, int lookBackPeriod)
if(CurrentBar < 128)
return;

Draw.Dot(this, "swing1", false, Swing(5).SwingHighBar(0, 1, 128), High[Swing(5).SwingHighBar(0, 1, 128)], Brushes.Red);
Draw.Dot(this, "swing2", false, Swing(5).SwingHighBar(0, 2, 128), High[Swing(5).SwingHighBar(0, 2, 128)], Brushes.Red);
Draw.Dot(this, "swing3", false, Swing(5).SwingHighBar(0, 3, 128), High[Swing(5).SwingHighBar(0, 3, 128)], Brushes.Red);

Draw.Dot(this, "swingLow1", false, Swing(5).SwingLowBar(0, 1, 128), Low[Swing(5).SwingLowBar(0, 1, 128)], Brushes.Green);
Draw.Dot(this, "swingLow2", false, Swing(5).SwingLowBar(0, 2, 128), Low[Swing(5).SwingLowBar(0, 2, 128)], Brushes.Green);
Draw.Dot(this, "swingLow3", false, Swing(5).SwingLowBar(0, 3, 128), Low[Swing(5).SwingLowBar(0, 3, 128)], Brushes.Green);
}

If you don't get the same thing on your side please let me know.

[NinjaTrader_ChrisL]

12tkram,

I wanted to add that your swing indicator should be set up at the class level to save resources.

e.g.

public class TestSwing : Indicator
    {

        Swing MySwing;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Indicator here.";
                Name                                        = "TestSwing";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = true;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event.
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {
                MySwing = Swing(5);
            }
        }

        protected override void OnBarUpdate()
        {
            //Swing(int strength).SwingHighBar(int barsAgo, int instance, int lookBackPeriod)
            if(CurrentBar < 128)
                return;

            Draw.Dot(this, "swing1", false, MySwing.SwingHighBar(0, 1, 128), High[MySwing.SwingHighBar(0, 1, 128)], Brushes.Red);
            Draw.Dot(this, "swing2", false, MySwing.SwingHighBar(0, 2, 128), High[MySwing.SwingHighBar(0, 2, 128)], Brushes.Red);
            Draw.Dot(this, "swing3", false, MySwing.SwingHighBar(0, 3, 128), High[MySwing.SwingHighBar(0, 3, 128)], Brushes.Red);

            Draw.Dot(this, "swingLow1", false, MySwing.SwingLowBar(0, 1, 128), Low[MySwing.SwingLowBar(0, 1, 128)], Brushes.Green);
            Draw.Dot(this, "swingLow2", false, MySwing.SwingLowBar(0, 2, 128), Low[MySwing.SwingLowBar(0, 2, 128)], Brushes.Green);
            Draw.Dot(this, "swingLow3", false, MySwing.SwingLowBar(0, 3, 128), Low[MySwing.SwingLowBar(0, 3, 128)], Brushes.Green);
        }

[12tkram]

thanks, that looks a lot neater than mine .. I will update my code .. many thanks again for the hints/tips