How to hold any amount of swing highs/lows

[KDTrade]

Code at the bottom and context is that I have too many doubles (prevHigh's and prevLow's) and I would rather use something like a List but any attempt I have made to use Lists breaks the code somehow that doesn't raise an error but doesn't return anything on the chart. Any advice on how I should properly implement a List or some other container of multiple variables is much appreciated.

namespace NinjaTrader.NinjaScript.Indicators
{
public class ASR3 : Indicator
{
private bool direction;
private double currHigh;
private double currLow;
private double prevHigh1;
private double prevHigh2;
private double prevHigh3;
private double prevHigh4;
private double prevHigh5;
private double prevLow1;
private double prevLow2;
private double prevLow3;
private double prevLow4;
private double prevLow5;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "ASR 3";
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;
Period = 55;
Deviations = 1;
AddPlot(Brushes.Green, "Upper");
AddPlot(Brushes.Red, "Lower");
AddPlot(Brushes.Orange, "Middle");
}
else if (State == State.Configure)
{
}
}

protected override void OnBarUpdate()
{
double dev = StdDev(Input, Period)[0] * Deviations;
if(CurrentBar == 0)
{
currHigh = Input[0];
currLow = Input[0];
prevHigh1 = Input[0];
prevHigh2 = Input[0];
prevHigh3 = Input[0];
prevHigh4 = Input[0];
prevHigh5 = Input[0];
prevLow1 = Input[0];
prevLow2 = Input[0];
prevLow3 = Input[0];
prevLow4 = Input[0];
prevLow5 = Input[0];
return;
}
else if(CurrentBar == 1)
{
if(Input[0] >= Input[1])
{
direction = true;
}
else if(Input[0] < Input[1])
{
direction = false;
}
}
if(Input[0] > currHigh && direction == true)
{
currHigh = Input[0];
}
else if(Input[0] < currLow && direction == false)
{
currLow = Input[0];
}
if(direction == true && Input[0] < currHigh - dev)
{
direction = false;
prevLow5 = prevLow4;
prevLow4 = prevLow3;
prevLow3 = prevLow2;
prevLow2 = prevLow1;
prevLow1 = currLow;
currLow = Input[0];
}
if(direction == false && Input[0] > currLow + dev)
{
direction = true;
prevHigh5 = prevHigh4;
prevHigh4 = prevHigh3;
prevHigh3 = prevHigh2;
prevHigh2 = prevHigh1;
prevHigh1 = currHigh;
currHigh = Input[0];
}

Upper[0] = (prevHigh5 + prevHigh4 + prevHigh3 + prevHigh2 + prevHigh1) / 5;
Lower[0] = (prevLow5 + prevLow4 + prevLow3 + prevLow2 + prevLow1) / 5;
Middle[0] = (Upper[0] + Lower[0]) / 2;

}

region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Period", Order=1, GroupName="Parameters")]
public int Period
{ get; set; }

[NinjaScriptProperty]
[Range(0.01, double.MaxValue)]
[Display(Name="Deviations", Order=2, GroupName="Parameters")]
public double Deviations
{ get; set; }

[Browsable(false)]
[XmlIgnore]
public Series<double> Upper
{
get { return Values[0]; }
}

[Browsable(false)]
[XmlIgnore]
public Series<double> Lower
{
get { return Values[1]; }
}

[Browsable(false)]
[XmlIgnore]
public Series<double> Middle
{
get { return Values[2]; }
}
#endregion

}
}

[NinjaTrader_Jesse]

Hello KDTrade,

In what you provided I don't see any type of list being used, If you are having problem with a list we would need to see a more specific sample of the code and also what error you are having.

[KDTrade]

Hi Jesse, thanks for the timely reply. Here is an example of my attempt to use a List and as previously stated, it doesn't appear to return anything.

namespace NinjaTrader.NinjaScript.Indicators
{
public class ASR3Test : Indicator
{
private bool direction;
private double currHigh;
private double currLow;
private List<double> Highs;
private List<double> Lows;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"";
Name = "ASR3Test";
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;
Period = 55;
Deviations = 1;
SwingsToStore = 5;
AddPlot(Brushes.Green, "Upper");
AddPlot(Brushes.Red, "Lower");
AddPlot(Brushes.Orange, "Middle");
}
else if (State == State.Configure)
{
Highs = new List<double>();
Lows = new List<double>();
}
}

protected override void OnBarUpdate()
{
double dev = StdDev(Input, Period)[0] * Deviations;
if(CurrentBar == 0)
{
currHigh = Input[0];
currLow = Input[0];
Highs.Append(Input[0]);
Lows.Append(Input[0]);
return;
}
else if(CurrentBar == 1)
{
if(Input[0] >= Input[1])
{
direction = true;
}
else if(Input[0] < Input[1])
{
direction = false;
}
}
if(Input[0] > currHigh && direction == true)
{
currHigh = Input[0];
}
else if(Input[0] < currLow && direction == false)
{
currLow = Input[0];
}
if(direction == true && Input[0] < currHigh - dev)
{
direction = false;
Lows.Append(currLow);
currLow = Input[0];
}
if(direction == false && Input[0] > currLow + dev)
{
direction = true;
Highs.Append(currHigh);
currHigh = Input[0];
}
while(Highs.Count() > SwingsToStore)
Highs.RemoveAt(0);

while(Lows.Count() > SwingsToStore)
Lows.RemoveAt(0);

Upper[0] = Highs.Average();
Lower[0] = Lows.Average();
Middle[0] = (Upper[0] + Lower[0]) / 2;
}

region Properties
[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="Period", Order=1, GroupName="Parameters")]
public int Period
{ get; set; }

[NinjaScriptProperty]
[Range(0.01, double.MaxValue)]
[Display(Name="Deviations", Order=2, GroupName="Parameters")]
public double Deviations
{ get; set; }

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="SwingsToStore", Order=3, GroupName="Parameters")]
public int SwingsToStore
{ get; set; }

[Browsable(false)]
[XmlIgnore]
public Series<double> Upper
{
get { return Values[0]; }
}

[Browsable(false)]
[XmlIgnore]
public Series<double> Lower
{
get { return Values[1]; }
}

[Browsable(false)]
[XmlIgnore]
public Series<double> Middle
{
get { return Values[2]; }
}
#endregion

}
}

[NinjaTrader_Jesse]

Hello KDTrade,

What specific part of the code are you having trouble with? Looking at the code I don't know what the problem would be based on the detail that its not returning anything. If you are seeing some problem with the conditions or logic you posted you would need to use Prints to better understand what part is not working.

[KDTrade]

Hi Jesse, I figured it out using Print. For some reason, Append does not actually add to the List, however, Add does, so thank you for your help in debugging this issue.