Weird Swing indicator behaviour?

[alrafer]

Hi NinjaTrader folks,

I am a little puzzled with the results I got today coding a trading filter using the Swing indicator. This is the very simple code (now it only prints, since I tested so many things):

const int STRENGTH = 20;
const int LOOPBACKBARS = 500;
int swingBarAgo = 0;

var loopbackBars = CurrentBar > LOOPBACKBARS ? LOOPBACKBARS : CurrentBar - 1;

int n = 0;

do
{
n++;
swingBarAgo = Swing(STRENGTH).SwingHighBar(0, n, loopbackBars);

if (swingBarAgo != -1)
{
Print(this, "OrderGenerator.FilterIfSwingUnviolated :: " + n + ": Swing at Bar " + (CurrentBar - swingBarAgo) + ". Price: " + High[swingBarAgo]);

    }
} while (swingBarAgo != -1);

It only gets right the first few (2,3 4) instances of swingHigh, from that point onwards all the swingHigh (bars) are wrong - not even close to what the chart Swing Indicator (same period/strength) shows.

In this log example:

TradeSize: 27. Current StopLoss (ticks): 72.9607085548763
In Substate SignalFound :: Condition evaluated :TradeConditionsMet
OrderGenerator.FilterIfSwingUnviolated :: 1: Swing at Bar 10533. Price: 4584.75
OrderGenerator.FilterIfSwingUnviolated :: 2: Swing at Bar 10495. Price: 4586
OrderGenerator.FilterIfSwingUnviolated :: 3: Swing at Bar 10461. Price: 4589
OrderGenerator.FilterIfSwingUnviolated :: 4: Swing at Bar 10424. Price: 4594.25
OrderGenerator.FilterIfSwingUnviolated :: 5: Swing at Bar 10277. Price: 4559
OrderGenerator.FilterIfSwingUnviolated :: 6: Swing at Bar 10239. Price: 4551.25
OrderGenerator.FilterIfSwingUnviolated :: 7: Swing at Bar 10205. Price: 4548.5
OrderGenerator.FilterIfSwingUnviolated :: 8: Swing at Bar 10168. Price: 4542.25
...

It gets right till #4, from there onwards the rest are all wrong (bar numbers don't coincide with what I see in the screen).

Am I using the indicator wrong, any declaration missing? Has something changed in this indicator or its code recently? I used it in the past with no issues.

Thanks so much.

[NinjaTrader_ChrisL]

Hi, thanks for posting.

Please try just using Print(); on the Swing value and ignore this do while look you are using and draw a dot on each swing high and low. I also created this single dot swing indicator that only shows where the swing value originates:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/indicator-development/106324-swing-indicator-nt8

Kind regards,
-ChrisL

[alrafer]

Thanks for that ChrisL; your comment and your code made me realize a couple of mistakes I was making; and I also added the " MaximumBarsLookBack = MaximumBarsLookBack.Infinite;" statement in State.SetDefaults. Now it all works well.

Cheers!