Lowest Swing value in last 20 bars

[Ousher]

I'm trying to create a strategy which calculates if the current swing high value is the lowest swing high value in the last 20 bars. Strength is at 1

I tried adding

(Swing1.SwingHigh[1] == LowestBar(Swing1.SwingHigh, 20)

but that does not work.

Any suggestions? Thanks

[NinjaTrader_PaulH]

Hello Ousher,

Thanks for your post.

Are you working with Ninjascript or with the Strategy Builder?

[Ousher]

Hello Ousher,

Thanks for your post.

Are you working with Ninjascript or with the Strategy Builder?

Hi Paul,

I started off with Strategy Builder but will have to go with Ninjascript after as my code involves Order Flow. So either one works for me

[NinjaTrader_PaulH]

Hello Ousher,

Thanks for your reply.

I would suggest using Ninjascript in this case as you need to iterate through the swing "instances" in the last 20 bars. Ninjascript Swing gives you the ability to look for both the value and the bar.

With Swing you are able to specify the bars look back as well as an "instance" of a swing within that lookback period. An instance of 1 will find the latest swing, 2 will find the one before that, 3 would be before that and so on. If an instance does not exist, the method will return a -1 value.

Here is an example of searching through the last 20 bars for upto 20 instances which you likely will never hit 20. when it hits a -1 it will "break" out of the loop.

for (int j = 1; j < 20; j++)
{
if (mySwing.SwingHighBar(0, j, 20) != -1)
{
Print (Time[0] +" j = "+j+" "+mySwing.SwingHighBar(0, j, 20));
}
else
{
Print ("Break at: "+j);
break;
}
}

The SwingHighBar method returns the "Bars ago" that the instance occurred.

You can test the code as is and observe the New>Ninjascript output window and compare the results with what is on the chart (make sure to add the swing(1) to help visualize. From this you should get some ideas to move forward with.

You may want to review the Swing method here: https://ninjatrader.com/support/help...lightsub=swing