Strategy property relative to price

[RT001]

Hi,

I would like to add a dataserie and indicators in my strategy that the time period and other variables would be predetermined and relative to the price of the symbol. For example, for a ticker with a stock price of 20$ the strategy would add a dataserie of 10 minutes and if above 50$ it would add a dataserie of 20 minutes.

So in summary, I would like the ninjascript to read the symbol current price before the OnBarUpdate method, just once at the launch of the strategy. Is there any way to do this?

Thanks for your help.

[NinjaTrader_ChrisL]

Hi RT001, thanks for your question.

A BarsRequest can be done in State.Configure to get prices for the instrument. After the prices are received you can make the decision of what AddDataSeries parameters to use. I attached my test script here.

Best regards,
-ChrisL

[RT001]

Oooh nice! Many thanks Chris! I didn't think it was possible.

[RT001]

Finally, this was super complicated... took me a few hours to figure this one out, I am not that far in C#.

I was totally unable to return, change or access the values generated by BarsRequest. I seems because of the order of execution, you need to brute-force the completion of the BarsRequest.Request(). I found the answer deep down in another thread. So for anybody not being able to read the values outside of the scope of the BarRequest section, here's how to do it and the thread that explains the reason.

----------

you first declare a variable outside of the scope (before) of the BarsRequest

namespace NinjaTrader.NinjaScript.Strategies
{
public class MyStrat : Strategy
{

private int barsRequestReturnVariable; // this is the variable we want to return

Then you run the BarsRequest, and the if statement will force the request to end before the code following. If you don't do this, BarsRequest will execute after the rest!!

Important: the following code is in the State == State.Configure section of a strategy.

object isBarsCompleted = null;

BarsRequest barsRequest = new BarsRequest(Instrument.GetInstrument(Instrument.FullName), 0)
{
TradingHours = TradingHours.Get(tradeHours)
};

// Request the bars
barsRequest.Request(new Action<BarsRequest, ErrorCode, string>((bars, errorCode, errorMessage) =>
{
if (errorCode != ErrorCode.NoError)
{
// Handle any errors in requesting bars here
NinjaTrader.Code.Output.Process(string.Format("Err or on requesting bars: {0}, {1}",
errorCode, errorMessage), PrintTo.OutputTab1);
return;
}

barsRequestReturnVariable = (int)Math.Floor(bars.Bars.GetClose(0));
isBarsCompleted = true;

}));

if (isBarsCompleted == null) { System.Threading.Thread.Sleep(500); }; } // just a small pause, to let run the BarRequest first

Print(barsRequestReturnVariable);

This code is for the sake of explaining the problem, I don't recommend using this script as is.

The thread explaining it (avoid the while statement in it it can lead to system freezes):
https://ninjatrader.com/support/foru...ope#post719650