Use Swing Indicator onBarClose within a Strategy with OnPriceChange

[RSundays]

Hi,
I have a strategy that is using OnPriceChange() to place the Exit Orders based on some information from a Swing Indicator that needs to calculate OnBarClose(). Is there an easy way to modify the Swing Indicator so that it runs all its calculations on Bar Close? Or I need to modify the indicator so that every element that uses [0] now uses [1]? I tried to modify some of the values but it does not plot correctly anymore.

High, Close and Low values are correct when I change this section but not the plotting.
double high0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : High[1];
double low0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : Low[1];
double close0 = !(Input is PriceSeries || Input is Bars) ? Input[0] : Close[1];

Thanks in advance,

[NinjaTrader_ChrisL]

Hi RSundays, thanks for posting. The Swing indicator can run OnEachTick or OnPriceChanged. If you want it to run OnBarClose exclusively, you would need to place all the calculation logic within the first tick e.g.

if (IsFirstTickOfBar)
{
//calculate Swing here.
}

All hosted scripts will inherit the Calculate property of their host, so if your strategy runs OnPriceChange then the Swing will also run OnPriceChange. You can make a copy of the swing indicator by opening the source code>Right click>Save As. This will let you give it a new name and make a modifiable copy of Swing.

Kind regards,
-ChrisL

[RSundays]

Thanks NinjaTrader_ChrisL for your quick response. Do I need to add it online in OnBarUpdate() or all other functions part of the Swing Indicator? And, do I not need to shift back 1 position all the Highs, Close and Lows to get the correct info? I have added the IsFirstTickOfBar in OnBarUpdate() and when I reload the script, everything that is on the chart already is good but the new swings are not being plotted correctly.


Thanks,

[NinjaTrader_ChrisL]

Hi RSundays, thanks for your reply. You will need to edit/compile/test and also use Prints in your code to test out different ideas. Any code that is in OnBarUpdate that you would want to run OnBarClose will need to go within the if (IsFirstTickOfBar) block condition. To see if you need to reference one bar back or 0 bars back, that would also take testing on your end using Print etc.

Kind regards,
-ChrisL