MAX of an indicator

[MisterGee]

Thank you! Thank you! s.kinra saves the day. The workaround works beautifully! Thanks again!

[s.kinra]

So now you should be sure your calculation for bars since entry is evaluating to 0 at some point, so I just skipped it. I talked about it earlier but you missed it then. Anyways good going & print the values to be sure.

[MisterGee]

Yep you nailed it. Sorry I missed it. My bars since entry calculation equals 0 on the bar the trade is entered, it never dawned on me! Thanks again!

[jeh007258]

Happy Holidays All! Could someone please advise how to use the aforementioned syntax with NT8 indicator OrderFlowCumulativeDelta while using the BarsArray functionality, too?

Example: Lets say within a strategy set to OnBarUpdate I want to find if the current bar "[0]" is the "bar with the highest session delta over the last 10 bars," and I'm doing this across multiple timeframes (i.e. BarsArray[1], BarsArray[2], etc.)

If I were using the ATR indicator instead of OrderFlowCumulativeDelta, I completely understand this:

MAX(ATR(50), 10);

But I can't seem to find the right way to pass the below through the MAX() function and make it compile:

OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaHigh[0]

Thanks in advance for any response!

[NinjaTrader_PaulH]

Hello jeh007258,

Thanks for your post and welcome to the NinjaTrader forums!

The MAX() requires a series as its input and also requires a bars ago as a starting point.
Reference: https://ninjatrader.com/support/help...aximum_max.htm

I think what you want is:

if (OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaHigh[0] > MAX(OrderFlowCumulativeDelta(BarsArray[1], CumulativeDeltaType.BidAsk, CumulativeDeltaPeriod.Session, 0).DeltaHigh, 10)[1])
{
// do something
}

Note that I used MAX(....)[1] so that it pulls the max value from the 10 previous bars and then the if statement compares that to the current bar value[0] of the cumulative delta.

NOTE: I would suggest looking at calling the OrderFlowVWAP by reference instead of creating new copies on each call. Please check the second example here: https://ninjatrader.com/support/help...ive_delta2.htm That way you do not need to write as much and can eliminate the parameters. Using the example in your case your code would look more like:

if (cumulativeDelta.DeltaHigh[0] > MAX(cumulativeDelta.DeltaHigh, 10)[1])
{
// do something
}

which is much easier to read and less prone to errors.

[jeh007258]

Thanks Paul! You rock.