Swing indicator within strategies

[lillomur]

Yes I did, I changed and compile the strength value to 15 before the test.

I've tested right now with strength=5 and again the values are incorrect, as you can see in the attached image.


My NT8 release is 8.0.10.0 64-bit (Standard)

[NinjaTrader_PatrickH]

Hello lillomur,

Thank you for your response.

The strategies I provided use a 5 strength Swing, can you confirm you changed this in code to 15 and compiled? If you leave the strategies at 5 strength and add a 5 strength Swing to the chart does it then report correctly?

I look forward to your response.

[lillomur]

Hi PatrickH,

Iv'e tried with your strategy "TestSwingHosted.cs" and the problem persists.

As you can see in the image attached, in this example ( Strength = 15) SwingMin is calculated correctly up to 9:22 bar, but after that, de value change from 1.7327 to 1.7273.

In this case SwingMax remain ok, but other times both values are incorrect.

For NT7 I found the solution in this thread http://www.ninjatrader.com/support/f...ad.php?t=48386 and I thought would be the same in NT8.


Thanks a lot for your help.

[NinjaTrader_PatrickH]

Hello lillomur,

Thank you for your post.

I am not seeing incorrect values in either NinjaTrader 8 or 7 when setting the Calculate for the indicator separate from the strategy. I am using Update() on the swing indicator in OnBarUpdate(), are you doing this as well?

You can find my two test strategies attached.

I look forward to your response.

[lillomur]

In strategy script, SwingHigh and SwingLow values are incorrectly calculated by Swing indicator if Calulate Mode is "per tick" instead of "on bar close".

With NT7 the solution was to create a named instance of the swing indicator an asign it the correct propertie:

this.MySwing = Swing(str);
this.MySwing.CalculateOnBarClose = true;

In NT8 the equivalent I suppose is:

this.MySwing = Swing(str);
this.MySwing.Calculate= Calculate.OnBarClose;

But in this case, the calculated values for SwingHigh and SwingLow ara incorrect and this workaround, that is ok for NT7, doesn't work with NT8.

I would appreciate any sugestion that help me to solve this problem.

Thanks in advance