Condition met for consecutive volumetric bars

[Alex Al23]

Hello,
I'm stuck on the logic of this simple strategy (which is related to conditions to satisfy for consecutive bars). I would like to measure the volume (I'm using Volumetric bars) of the last 2 bars just completed (not the bar that has yet to finish). If both bars meet the conditions then it should print a dot. While I have absolutely no problems with the single bar strategy, I can't get the 2 bar logic to work. Can you help me please?

This is the simple code for 1 bar strat (for long candles):

if (barsType.Volumes[CurrentBar].TotalVolume > volumeThreshold && Close[0] > Open[0]

{
Draw.Dot(this, "Bar"+CurrentBar, false, Time[0], Low[0]-TickSize*5, Brushes.Green);
}

This instead is the 2 consecutive bars logic that doesn't work:

if (barsType.Volumes[CurrentBar].TotalVolume > volumeThreshold && Close[0] > Open[0]) && (barsType.Volumes[CurrentBar - 1].TotalVolume > volumeThreshold && Close[1] > Open[1])

{
Draw.Dot(this, "Bar"+CurrentBar, false, Time[0], Low[0]-TickSize*5, Brushes.Green);
}

I've tried different combinations without success...any suggestion really welcome.

[NinjaTrader_Emily]

Hello Alex Al23,

Thank you for your inquiry.

I have moved your post to a new thread, as the thread you replied to was only tangentially related and from over a year ago. You may still use the Volume or Volumes (multi-series script) series to get total volume information for a series, even if it uses volumetric bars, based on a barsAgo index:

• https://ninjatrader.com/support/help...ies_volume.htm
• https://ninjatrader.com/support/help...es_volumes.htm

For example, you could test a script that uses the volumetric series as the primary series and include the following logic in OnBarUpdate():

        protected override void OnBarUpdate()
        {
            if (Bars == null || CurrentBar < 1)
                return;

            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType barsType = Bars.BarsSeries.BarsType as    
            NinjaTrader.NinjaScript.BarsTypes.VolumetricBarsType;

            if (barsType == null)
                return;

            try
            {
                double price;
                Print("=========================================================================");
                Print("Bar: " + CurrentBar);
                Print("Trades: " + barsType.Volumes[CurrentBar].Trades);
                Print("Total Volume: " + barsType.Volumes[CurrentBar].TotalVolume);
                Print("Total Buying Volume: " + barsType.Volumes[CurrentBar].TotalBuyingVolume);
                Print("Total Selling Volume: " + barsType.Volumes[CurrentBar].TotalSellingVolume);
            }
            catch{}

            if (IsFirstTickOfBar)
            {
                Print("*****NEW BAR*****");
                Print("Volume[0]: " + Volume[0] + " Volume[1]: " + Volume[1]);
            }
        }​

The prints when IsFirstTickOfBar is true will be output on bar close and you may compare them with the volume values shown from barsType.Volumes[CurrentBar].TotalVolume for each bar previously. If you want to check if the volume from one bar ago is greater than the threshold, instead of this:
barsType.Volumes[CurrentBar - 1].TotalVolume > volumeThreshold

You could use this:
Volume[1] > volumeThreshold

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

[Alex Al23]

Hello Emily,
thanks for the reply. I am working with volumetric bars and this is pretty confusing to me because I also use other parameters (like bid, ask). I'd like to maintain as similar as possible the original code. Is the code I provided wrong?

if (barsType.Volumes[CurrentBar].TotalVolume > volumeThreshold && Close[0] > Open[0]) && (barsType.Volumes[CurrentBar - 1].TotalVolume > volumeThreshold && Close[1] > Open[1])

From what I understand, the code you suggested works universally on volume but in this case I should work exclusively with volumetric bars and their parameters

[NinjaTrader_Emily]

Hello Emily,
thanks for the reply. I am working with volumetric bars and this is pretty confusing to me because I also use other parameters (like bid, ask). I'd like to maintain as similar as possible the original code. Is the code I provided wrong?



From what I understand, the code you suggested works universally on volume but in this case I should work exclusively with volumetric bars and their parameters

No, the code you provided is not wrong. I was simply suggesting an alternative though I see what you are saying in the case that you would like to use other volumetric bars methods/properties. You could use CurrentBar -1 for the index as you have for barsType.Volumes[CurrentBar - 1].TotalVolume and this should work to get the TotalVolume for the previous bar. You mentioned this does not work; do you get any error messages on the screen or on the Log tab of the Control Center?

I look forward to your reply.

[Alex Al23]

Okok, no I don't get any error message on the Log and the print statement for debug doesn't show up (the conditions are not met). The strange thing is that on a single bar the conditions are met and the strategy works, so probably there's an error somewhere related to the bar enumeration.

[NinjaTrader_Emily]

Hello Alex Al23,

Thank you for your reply.

I suggest adding an additional print statement outside of the condition that outputs all of the values being compared in your condition to gain a deeper understanding of what values are used and why the condition is or is not being met. For more information on using prints to debug your scripts:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working#post791121

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

[Alex Al23]

Ok Emily, I'll try that. Thanks for the assistance.