Closest candles with same high

[clubfoot]

Hi,

I was wondering if anyone had any idea on the easiest way I could look back and find the closest 3 candles with the same high.

Thanks!

[NinjaTrader_ChelseaB]

Hello clubfoot,

To confirm, you are not looking for the last 3 highest bars, you are looking for the last 3 bars with the same high as the current bar's high, is this correct?

You could use a loop that loops back from the current bar and compares the current bars high to the looped bars high.

for (int i = 0; i < CurrentBar-1; i++)
{
}

This is basic loop that would loop through all of the bars. In this loop you could add an if statement that compares the High[0] to the High[i] (where i is the looped bar increment from the for statement). If it is, save that bar number. Do this until you have 3 bar numbers saved and then break the loop.

[clubfoot]

Hey Chelsea,

So it would be not using the current bar at all, it would look back to find the closest 3 matching highest bars, let's say in the last 100 bars that all had the same high. They could be spaced out like the first bar is 25 away and the next is 50 bars away and the 3rd is 75 bars away, but all had the same matching high.


It needs to loop through each bar going back, looking for 2 candles that match that high. If it is found, store the bar number for the last in the matches. Then continue looping back each bar until you hit that number, looking for any closer matches. Any match you find, shortens how much farther back you’d need to look.

[NinjaTrader_ChelseaB]

Hello clubfoot,

You want to find the most recent 3 bars with the same high?

You would still loop backwards but your if statement would need more complicated logic.
On every bar, you would need to loop backwards and compare the highs and find the 3 most recent highs. This would give you 3 values for every bar. Once you have 3 values for every bar, you would need to see which bar has the lowest 3 values which will require another loop. This would be cpu intensive. I would suggest limiting the number of bars back that you look through.

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