Cross problem in volatile market

[herkok]

Hello, I am having problems with the condition "Cross above" or "Cross below" in times of volatility. For example, I have a condition that triggers when the price crosses an average but it has given me error I suppose for a sudden movement of the price. It is the reason I find him. Would that be possible? In that case, would the option of => or =< be better depending on the case?

Thanks

[NinjaTrader_PaulH]

Hello herkok,

Thanks for your post.

What Calculate setting are you using? Calculate.OnBarClose, Calculate.OnPriceChange, Calculate.OnEachTick?

[herkok]

Hello herkok,

Thanks for your post.

What Calculate setting are you using? Calculate.OnBarClose, Calculate.OnPriceChange, Calculate.OnEachTick?

OnPriceChange

[NinjaTrader_PaulH]

Hello herkok,

Thanks for your reply.

With OnPriceChange this means your code will execute on every change in price and during volatile times it is certainly possible that a cross condition can be true on one price change and false on the next and repeating until price moves consistently in a direction. It is also possible that while the cross may be triggered, as price retreats it would look like the cross has not occurred.

Basically a cross condition would be comparing the previous bar to the current bar to see if it is greater (or lessor) compared to the reference (other indicator or numerical value) to determine the cross condition.

What is the error you are experiencing?

[herkok]

Hello herkok,

Thanks for your reply.

With OnPriceChange this means your code will execute on every change in price and during volatile times it is certainly possible that a cross condition can be true on one price change and false on the next and repeating until price moves consistently in a direction. It is also possible that while the cross may be triggered, as price retreats it would look like the cross has not occurred.

Basically a cross condition would be comparing the previous bar to the current bar to see if it is greater (or lessor) compared to the reference (other indicator or numerical value) to determine the cross condition.

What is the error you are experiencing?

Well, the error jumped on the screen and I quickly removed it, right now I don't remember what it said. Anyway I think I have solved it with the condition <> =

thanks

[donwynne]

How did you solve it?






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