Can't get previous Swing instances after second

[Danilod]

I am trying to create a strategy using previous instances of swing Highs that are evaluated on each Bar, ie: on each bar previous Swing Highs should be recalculated.

High1 is the last swingHigh Occurrence
High2 is the previous
etc.

On each new swing high, High1 will be new; High2 will get the value of previous High1, High3 will get the value of previous High2, etc.

I was trying to be sure I was getting the right Highs by printing every value but when I compare to the chart, the value doesn't seem to be right. First two instances seem to be ok, but the rest won't calculate properly.

This is my code so far:

if (
Swing(StrengthLarge).SwingHighBar(0,1,0) != -1
)
{

double High1 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 1, 2000))];
double High2 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 2, 2000))];
double High3 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 3, 2000))];
double High4 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 4, 2000))];
double High5 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 5, 2000))];
double High6 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 6, 2000))];

Print (Time[0] + " * HIGHS * " +
+ High1 + " / "
+ High2 + " / "
+ High3 + " / "
+ High4 + " / "
+ High5 + " / "
+ High6);

}

I am particularly confused with the lookbackperiod I should be using. It could be the source of my problems here

Thanks in advance for your help.

[NinjaTrader_PaulH]

Hello Danilod,

Thanks for your post.

I don't see anything incorrect with your coding. The swing indicator will only look back as far as it can or the 2000 bars.

What bar type and bar size are you testing on?

What is the value of StrengthLarge?

Are you applying the swing indicator with the same strength setting to the chart when you compare the prints?

I've attached an example of what I see here on a 1 minute NQ 09-21 chart, using swing with a setting of 5. Looking at the last few lines of prints to the chart, you can see they match up.

[NinjaTrader_PaulH]

Hello Danilod,

My last reply was incomplete.

The swing values match up and to be clear the Times shown are 5 bars after the swing point and this is because I used 5 for the StrengthLarge value. The swing indicator does not confirm a swing point until the Strength number of bars (5 in my case) has passed the swing point.

[Danilod]

Thanks Paul, I've tried using Strength = 5 as you did and it worked perfectly. But when I change strength to 50 (the one I intend to use), I am still having wrong values compared to the graph. Take a look:
Starting from 8am values in output are:



But in the graph, while 1, 2 and 3 worked match, occurrences number 4, 5, and 6 are giving me wrong values. (in white approx. values as they appear on the chart)



I have this code at OnBarupdate

if (State == State.SetDefaults)
{
Description = @"Try to find good trends";
Name = "Dan4";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = false;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = true;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 1000;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
StrengthLarge                = 50;

protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;

if (BarsInProgress != 0)
return;


if (
Swing(StrengthLarge).SwingHighBar(0,1,0) != -1
)
{

double High1 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 1, 2000))];
double High2 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 2, 2000))];
double High3 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 3, 2000))];
double High4 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 4, 2000))];
double High5 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 5, 2000))];
double High6 = High[Math.Max(0, Swing(StrengthLarge).SwingHighBar(0, 6, 2000))];

Print (Time[0] + " * HIGHS * " +
+ High1 + " / "
+ High2 + " / "
+ High3 + " / "
+ High4 + " / "
+ High5 + " / "
+ High6);

}

and in properties:

[NinjaScriptProperty]
[Range(1, int.MaxValue)]
[Display(Name="StrengthLarge", Order=8, GroupName="Parameters")]
public int StrengthLarge
{ get; set; }

Could be the change of day that is causing problems?

Thanks again,

[NinjaTrader_PaulH]

Hello Danilod,

Thanks for your reply.

When you apply your indicator to the chart, please set the parameter "Maximum bars lookback" to Infinite. Otherwise, by default, it is limited to 256 bars look back.

You can also set this in your script: https://ninjatrader.com/support/help...rslookback.htm

[Danilod]

Hello Danilod,

Thanks for your reply.

When you apply your indicator to the chart, please set the parameter "Maximum bars lookback" to Infinite. Otherwise, by default, it is limited to 256 bars look back.

You can also set this in your script: https://ninjatrader.com/support/help...rslookback.htm

OMG that was it, thank you very much!