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Help with finding max sized bars

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    Help with finding max sized bars

    Could someone give an idea or code the next thing.
    I need to calculate the next thing:
    Get last 300 bars ago
    Find there X (f.e. 30) bars with MAX SIZE (Math.Abs(High-Low)
    And then get the Average of that maxBars.

    How can i get that X bars MAX SIZE bars from 300 bars ago? X must be user variable. Thanks

    #2
    Hello YevhenShynkarenko,

    Thank you for your post.

    It's easy enough to get the bar with the biggest range, but as you've noticed the top 30 bars with the biggest range gets a little trickier than just getting the bar with the biggest range.

    I've created an example that uses an array to save the values, because we can easily sort our array so the 30 largest range values out of our 300 bars are at the beginning, then just loop through those 30, add them up and calculate the average. I'd take a look at the code in the NinjaScript editor - it's fairly simple and you should be able to incorporate something similar into your script.

    Please let us know if we may be of further assistance to you.
    Attached Files
    Kate W.NinjaTrader Customer Service

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