Discrepancy between plot and calculation of bounds

[Tonofit]

I have a discrepancy between the calculated bands for TMA indicator and plot and the logic for crossover above and below the upper and lower bands. The plots are correct. The crossover logic for the upper and lower bands is comparing 2 bars ago for the bands to be broached and then bar 1 is waiting for the cross back over the band and the current bar then can potential execute a trade is what I'm trying to use. The bands that are detected using the center band and offset aren't the same as the plot. What do I need to do to fix this?

code:


amespace NinjaTrader.NinjaScript.Indicators
{
public class TmaZones : Indicator
{
private Series<double> trendBreak;

private Series<double> upperBandOffset;
private Series<double> lowerBandOffset;

private bool stackedDown, stackedUp;

private bool CrossLower = false;
private bool CrossHigher = false;

private double sumC = 0.0;
private double sumW = 0.0;
private double rngV = 0.0;

private bool previousClosesAbove;
private bool previousClosesBelow;

protected override void OnStateChange()
{
if(State == State.SetDefaults)
{
Description = @"";
Name = "TmaZones";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = false;
DrawVerticalGridLines = false;
PaintPriceMarkers = false;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
IsSuspendedWhileInactive = true;

atrPeriod = 100;
atrFactor = 2.618;
halfLength = 20;

AddPlot(new Stroke(Brushes.Sienna, 2), PlotStyle.Line, "UpperBand"); //Sienna
AddPlot(new Stroke(Brushes.Gray, 1), PlotStyle.Line, "MiddlBand");
AddPlot(new Stroke(Brushes.MediumSeaGreen, 2), PlotStyle.Line, "LowerBand"); //Medium Sea Green
}
else if(State == State.Configure)
{
if(ChartBars != null)
{
ZOrder = ChartBars.ZOrder - 1;
}

lowerBandOffset = new Series<double>(this);
upperBandOffset = new Series<double>(this);

CrossLower = false;
CrossHigher = false;
}
else if (State == State.DataLoaded)
{
trendBreak = new Series<double>(this);
}
}

protected override void OnBarUpdate()
{

if(CurrentBar < halfLength + 1) return;
if(State != State.Realtime && !IsFirstTickOfBar) return;

for(int i=halfLength; i>=0; i--)
{
sumC = (halfLength+1) * Close[i];
sumW = (halfLength+1);

int k = halfLength;

for(int j=1; j<=halfLength; j++)
{
if(i+j > CurrentBar) break;

sumC += k * Close[i+j];
sumW += k;

if(j<=i)
{
sumC += k * Close[i-j];
sumW += k;
}

k--;
}

rngV = ATR(atrPeriod)[i] * atrFactor;

MiddlBand[i] = sumC / sumW;
UpperBand[i] = MiddlBand[i] + rngV;
LowerBand[i] = MiddlBand[i] - rngV;


LowerBandOffset[i] = (LowerBand[i] + (5 * TickSize));
UpperBandOffset[i] = (UpperBand[i] - (5 * TickSize));
}

if (CrossBelow(Low, LowerBand, 2) && (CrossAbove(Low, LowerBand, 1)))
{
ctrendBreak[0] = 1;
}

if (CrossAbove(High, UpperBand, 2) && (CrossBelow(High, UpperBand, 1)))
{
trendBreak[0] = -1;
}
}

[NinjaTrader_ChrisL]

Hi Tonofit, thanks for posting. Use Print to print out data from this custom indicator to see why you are seeing a difference. We have a guide on debugging custom code here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?debugging_your_ninjascript_cod.htm

Kind regards,
-ChrisL