Mirror Range Bars

[ClFil]

Hi, i'm trying to develop the same mirror bars of this link: https://ninjatraderecosystem.com/use...ad/mirrorbars/ but in range bar type.
I tried to follow the same logic of the link above but with no success, what i'm missing?
Thanks in advance for the help

[NinjaTrader_Kate]

Hello CIFil,

Thank you for your post.

What I'd do is compare the original Mirror Bars to a time based bar type to see which conditions get reversed. I think you may be running into trouble with this section not having reversed logic to calculate negative prices:

if (close.ApproxCompare(barLow + rangeValue) > 0)
{
double newClose = barLow + rangeValue; // Every bar closes either with high or low
if (newClose.ApproxCompare(barClose) < 0)
UpdateBar(bars, newClose, barLow, newClose, time, 0);

// If there's still a gap, fill with phantom bars
double newBarOpen = newClose + tickSize;
while (close.ApproxCompare(newClose) > 0)
{
newClose = Math.Min(close, newBarOpen + rangeValue);
AddBar(bars, newBarOpen, newClose, newBarOpen, newClose, time, close.ApproxCompare(newClose) > 0 ? 0 : volume);
newBarOpen = newClose + tickSize;
}
}
else if ((barHigh - rangeValue).ApproxCompare(close) > 0)
{
double newClose = barHigh - rangeValue; // Every bar closes either with high or low
if (barClose.ApproxCompare(newClose) > 0)
UpdateBar(bars, barHigh, newClose, newClose, time, 0);

// if there's still a gap, fill with phantom bars
double newBarOpen = newClose - tickSize;
while (newClose.ApproxCompare(close) > 0)
{
newClose = Math.Max(close, newBarOpen - rangeValue);
AddBar(bars, newBarOpen, newBarOpen, newClose, newClose, time, newClose.ApproxCompare(close) > 0 ? 0 : volume);
newBarOpen = newClose - tickSize;
}
}

I'd try adding some prints in there to print what is actually being calculated for those "new" values to make sure they make sense with the calculated open and close prices of the bars.

Please let us know if we may be of further assistance to you.

[ClFil]

Hello CIFil,

Thank you for your post.

What I'd do is compare the original Mirror Bars to a time based bar type to see which conditions get reversed. I think you may be running into trouble with this section not having reversed logic to calculate negative prices:

if (close.ApproxCompare(barLow + rangeValue) > 0)
{
double newClose = barLow + rangeValue; // Every bar closes either with high or low
if (newClose.ApproxCompare(barClose) < 0)
UpdateBar(bars, newClose, barLow, newClose, time, 0);

// If there's still a gap, fill with phantom bars
double newBarOpen = newClose + tickSize;
while (close.ApproxCompare(newClose) > 0)
{
newClose = Math.Min(close, newBarOpen + rangeValue);
AddBar(bars, newBarOpen, newClose, newBarOpen, newClose, time, close.ApproxCompare(newClose) > 0 ? 0 : volume);
newBarOpen = newClose + tickSize;
}
}
else if ((barHigh - rangeValue).ApproxCompare(close) > 0)
{
double newClose = barHigh - rangeValue; // Every bar closes either with high or low
if (barClose.ApproxCompare(newClose) > 0)
UpdateBar(bars, barHigh, newClose, newClose, time, 0);

// if there's still a gap, fill with phantom bars
double newBarOpen = newClose - tickSize;
while (newClose.ApproxCompare(close) > 0)
{
newClose = Math.Max(close, newBarOpen - rangeValue);
AddBar(bars, newBarOpen, newBarOpen, newClose, newClose, time, newClose.ApproxCompare(close) > 0 ? 0 : volume);
newBarOpen = newClose - tickSize;
}
}

I'd try adding some prints in there to print what is actually being calculated for those "new" values to make sure they make sense with the calculated open and close prices of the bars.

Please let us know if we may be of further assistance to you.

Hi Kate, thanks for the answer but i can't understand the ApproxCompare method, could you please explain a real life/ practice example that can help to understand it?
(I've already read the documentation : https://ninjatrader.com/it/support/h...roxcompare.htm and i've not understand anyway)
Sorry for the misunderstanding but i'm quite new in programming and thanks in advance for answer

[NinjaTrader_Kate]

Hello ClFil,

Thank you for your reply.

It has to do with issues that can arise with floating-point arithmetic. This page of our help guide may be more helpful in understanding what ApproxCompare() would be used for:

https://ninjatrader.com/it/support/helpGuides/nt8/floating-point_arithmetic.htm

Please let us know if we may be of further assistance to you.