Divergence logic

[tkaboris]

Hi, if I was going to write the logic for divergence, let’s say it’s RSI divergence, I need to identify two peaks and second one is lower peak , how do I calculate those peaks? Or best approach?

[NinjaTrader_Jesse]

Hello tkaboris,

If those peaks are high or low prices you can use the HighestBar and LowestBar methods.

https://ninjatrader.com/support/helpGuides/nt8/highestbar.htm?zoom_highlightsub=highestbar

https://ninjatrader.com/support/helpGuides/nt8/lowestbar.htm?zoom_highlightsub=lowestbar

[tkaboris]

thank you. If i want to find highest number of stochasticsFast in the last 5 bars, Do i use Min() or Max() function then?

[tkaboris]

I have found max price using
double maxHigh = MAX(StochasticsFast(3, 14).D, 5)[0];

But i dont know how to identify higher and lower peak of the last 5 bars. For first peak stoch reading has to move upwards then downwards and for second peak is the same process

[tkaboris]

I created seriesmaxHigh1 to track

maxHigh1[0] = MAX(StochasticsFast(3, 14).D, 5)[0];
maxHigh2[0] = MAX(StochasticsFast(3, 14).D, 5)[0];
and i am stuck with the condition.. dont know how to proceed to identify rising and lowering peak. I need to look back 2 periods and to look forward 2 periods

if (maxHigh1[1] > 80 && maxHigh1[2] < maxHigh1[1] && maxHigh1[3] < maxHigh1[2])

[tkaboris]

All i am doing is collecting highest in the last 5 bars when its above 80. I now need to collect those values and determine the highest peak.
region Find Peak

if (maxHigh1[1] > 80 && maxHigh1[0] > maxHigh1[2] )

{
pivotHigh = true;

Print("maxHigh1[1]" + maxHigh1[1] );
}
else if (maxHigh1[1] < 80)
{
pivotHigh = false;
}
Print(pivotHigh + " Currentbar: " + CurrentBar);
#endregion

[tkaboris]

What would be the approach to code divergence on this stoch indicator? There are two highs and second high is less then previous high.

[NinjaTrader_Jesse]

Hello tkaboris,

You would have to come up with your own logic to look for that based on some criteria. If both of those highs are within the same period and the second high is less than the first that wouldn't be considered a high, that would be an ignored lesser value when using any of the existing methods to check for highest bars/max values. If the indicator has a fixed scale value you could potentially check if the price is greater than X and store those prices in a list or array. Because that is infrequent and not on every bar you wouldn't be able to store those values in a Series<double> and then pass that to an indicator, indicators work based on continuous input data. You would have to do your own math logic based on your list or array of values.