Getting Highs of a series of Bars

[njmeyer713]

Hello All-

I want to put a piece of code into my strategy that check to see if the High of a series of bars is under a certain price.

The strategy looks for a 3 bar bearish candle pattern that I have defined, then looks for a similar 3 bar bullish candle pattern. In between these 3 bar patterns I have it coded to be a maximum of 8 candlesticks. If there are 1-8 candles between the two patterns it draws a rectangle around all of the candles.

Now what I want to do is make sure that the potentially up to 8 candles in-between the two 3-bar candle patterns do not exceed a maximum price.

The problem I am having is that some of the time there are 8 candles in between, but sometimes there are 3 or 4 or any number 1-8.

What would the code look like to check the highs of those in between candles given that the number of candles I am looking at can vary?

Thank you,

Nick

[NinjaTrader_ChrisL]

Hi Nick, thanks for posting. You need to make sure to save the CurrentBar value at each 3 bar pattern occurrence, then you can use the MAX method to find the max number between those two points. e.g. MAX(int period)[int barsAgo], use this method on the same bar you find the second pattern, then use the SavedCurrentBar - CurrentBar difference value for the period, and barsAgo will be 0 since you are running MAX on the same bar that you found the second pattern.

Kind regards,
-ChrisL

[njmeyer713]

Chris-

Thank you for the response. I keep get the error message "Value of property 'Period' of Ninjascript MAX is -1 and not in valid range between 1 and 2147483647.

The code I wrote is

    BetweenHigh = MAX(High, BarsBetween)[4];

Where BarsBetween is defined as

    BarsBetween = RedCurrent - 3;

and RedCurrent is the saved CurrentBar when the first pattern appears.

I have use bars ago of 4 in the MAX code because I want to get the highs of the bars between the two 3 bar candlestick patterns.

Any thoughts?

Thank you,

Nick

[NinjaTrader_ChrisL]

Hi Nick, thanks for the follow up. It means the calcuation of RedCurrent - 3 is less than 1 at some point. If you are deriving this number from a CurrentBar value, make sure to allow for enough bars to generate at the beginning of the chart to avoid this, or check that BarsBetween is not < 1 before using it by returning from OnBarUpdate.

if(CurrentBar < 10) //allow 10 bars to generate
return;
or
BarsBetween = RedCurrent - 3;
if(BetweenBars < 1)
return;
else
{
//continue
}

Kind regards,
-ChrisL