Market Analyzer Watermark High & Low Columns

[6bobclose5]

I am trying to add columns to indicate Hight & Low Watermarks for each instrument as well as the total of all. While testing strategies, I would like to see the lowest of lows and the highest of highs; not just the end result. I actually got the script to compile but cant seem to actually get it to print the numbers in Market Analyzer. Not sure if this is the right section but this is more of an indicator to me so here goes. I have uploaded my script and would appreciate any help or direction. FYI, the attached is modified to run using Playback101 account information since the practical attack is during Strat Testing. I will have to modify the script to work in real time.



Thanks!

Bob

[NinjaTrader_ChelseaB]

Hello Bob,

The script would need to be a MarketAnalyzerColumn script or an indicator with a plot added and the Value[0] assigned a value on each bar update.

https://developer.ninjatrader.com/docs/desktop/market_analyzer_column

https://support.ninjatrader.com/s/article/Developer-Guide-Adding-Plots-in-Indicators

Note, the script you have provided is a strategy which cannot be used in the Market Analyer.

[6bobclose5]

It is nested under MarketAnalyzerColumns. Guess I screwed up. I will work on it some more. Thanks for the direction.

[NinjaTrader_ChelseaB]

Hello 6bobclose5,

Moving files in the filesystem can break NinjaTrader.

Create a new MarketAnalyzerColumn script by right-clicking the MarketAnalyzerColumns folder in the NinjaScript Editor Explorer pane and select New Market Analyzer Column.

The script you have is a strategy. This is in the NinjaTrader.NinjaScript.Strategies namespace and inherits from Strategy. This is not a market analyzer column script.

[6bobclose5]

Thanks ChelseaB. I have revised based on your comments above. The script did compile but and has bee added to the Market Analyzer but still not printing. Below is my revised script and the act MA:

region Using declarations
using System;
using NinjaTrader.Cbi;
using NinjaTrader.Gui.Tools;
using NinjaTrader.NinjaScript;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript.MarketAnalyzerColumns;
#endregion

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
public class TradeWatermarksColumn : MarketAnalyzerColumn
{
private double highWatermark = double.MinValue;
private double lowWatermark = double.MaxValue;
private Account myAccount;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Name = "Trade Watermarks";
Description = "Tracks the highest and lowest unrealized P&L during a trade.";
}
else if (State == State.Configure)
{
// Find the correct account manually
foreach (Account acc in Account.All)
{
if (acc.Name == "Sim LunchBot") // Updated to use "Sim LunchBot"
{
myAccount = acc;
break;
}
}
}
}

protected override void OnMarketData(MarketDataEventArgs e)
{
if (myAccount == null || myAccount.Positions == null)
return;

double totalUnrealized = 0;

foreach (var position in myAccount.Positions)
{
if (position.Instrument.FullName == Instrument.FullName && position.MarketPosition != MarketPosition.Flat)
{
totalUnrealized += position.GetUnrealizedProfitLoss(PerformanceUnit.C urrency, e.Price);
}
}

if (totalUnrealized > highWatermark)
highWatermark = totalUnrealized;
if (totalUnrealized < lowWatermark)
lowWatermark = totalUnrealized;

// Update the Market Analyzer column with separate high and low watermarks per instrument
Value[0] = highWatermark - lowWatermark;
}
}
}

[NinjaTrader_ChelseaB]

Hello 6bobclose5,

A print called with the Print() method will appear in the NinjaScript Output window.

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders

A MarketAnalyzerColumn must have the CurrentValue set to show the set value.

Please be sure you have read through the documentation for a MarketAnalyzerColumn.

https://developer.ninjatrader.com/docs/desktop/market_analyzer_column