Lookback Period for Set of Conditions

[Tagliareni]

I'm trying to write code that executes when a set conditions are met in the present after a set of conditions were met in the past, i.e.: within a given look back period.

For example

if (X is rising and Y > 0 and etc...) within the last 100 bars
&& (X is falling and Z < 0 and etc...)
then {draw vertical line}

How do incorporate that "within the last 100 bars" statement into the code?

In other words, when a set of conditions (ex: X is rising and Y > 0 and etc...) was met in the past (ex: 100 bars ago) and different set of conditions is met in the present (ex: X is falling and Z < 0 and etc...), and then the code executes (ex: draw vertical line), how can I code how long the present conditions 'look back to see' if the past conditions were met?


Thank you, NJ Team and Community.

[NinjaTrader_Jesse]

Hello Tagliareni,

You could use CountIf for that type of use case. That method returns the number of times a condition is true within a lookback period.

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

[Tagliareni]

I'm still having trouble. Could you please give me an example using the following code snippets?

if(
((AAA[0] > 0) && (IsRising(BBB) == true)) "within 100 bars"
&&
((AAA[0] < 0) && (IsRising(CCC) == true)) "on current bar"
)

{
Draw.VerticalLine(this, @"Down", 0, Brushes.Red, DashStyleHelper.Dot, 2);
}


Based on what you've said, I think it would look something like:

if(
CountIf(() => ((AAA[0] > 0) && (IsRising(BBB) == true)), 100
((AAA[0] < 0) && (IsRising(CCC) == true))
)

{
Draw.VerticalLine(this, @"Down", 0, Brushes.Red, DashStyleHelper.Dot, 2);
}

...but my computer hates this. Please advise.

Thank you very much for your help.

[NinjaTrader_Jesse]

Hello Tagliareni,

There is a sample on the page that I linked which shows how to use that method. It uses 10 bars as the lookback, you could change that to 100. The sample also checks if greater than 8 occurrences happened, if you need to know if only 1 happened you could use > 1. You would replace the Close[0] > Open[0] with your own conditions.

if(CountIf(() => Close[0] > Open[0], 100) > 1)

[Tagliareni]

Thank you! That got it humming.

The condition referencing the 8th bar was throwing me off, but it's intriguing and I'm looking into it.