MAX and MRO functions

[MisterGee]

Hello,

I would like to use the MAX() and MRO(() functions to find the max high since a crossover condition

I have come up with

XOverBarsAgo = MRO(() => CrossAbove(Close, EMA(Close, 20), 100), 1, 50);

I have a Print function in place but it returns a value of zero for all bars. Are crossover conditions able to be evaluated in an MRO function?

After this is working correctly I would like to pass the output of the MRO function to the MAX function to find the MAX(high) since the crossover occured.

I have come up with

MAX(High, XOverBarsAgo < 1 ? 1 : XOverBarsAgo)[0];

Does this look like it would work if the MRO function is corrected?

Thanks

[NinjaTrader_PaulH]

Hello MisterGee,

Thanks for your post.

I've attached an example of a test using your code (except I changed the look back for the crossover from 100 to 1). In the example, I also waited until I had real-time bars just to ensure we had plenty of bars to work with.

In the chart, the arrow shows the bar that is when the cross condition was detected (actually the bar before but this was using Calculate.OnBarClose).

In the center, the print output showing the "bars ago" and the highest value from those bars ago, Note: The currently forming bar is higher but had not closed when I took the screenshot so it is not yet included but surely would be on the next run of the code. So the highest high prior to the right edge forming bar is the 5th bar back from that.





An alternate way to do this would be to use the cross event to reset a double type variable that you can use to hold the high value, something like this:

if (Crossabove(EMA(20), Close, 1)
{
latestHigh = 0.0; // reset with new cross
}
lif (High[0] > latestHigh)
{
latestHigh = High[0]; // save the new high
}

[MisterGee]

Thank you for your time and testing Paul.

Am I to assume then that the code I have supplied will work as desired?

Edit: It does appear though upon further inspection of your image that the crossover happened 20 bars ago (including the furthest right bar) but your output window says 14?

[NinjaTrader_PaulH]

Hello MisterGee,

Thanks for your reply.

You can see what I tested with which was your code with a modification to the lookback of the crossover.