CrossAbove

[dibDab]

re. SampleHighLowCross Calculate.OnEachTick (attached)

if (Position.MarketPosition == MarketPosition.Flat && CrossAbove(Close, highestHigh, 1))
EnterLong();

does this compare the current tick with the previous tick to determine if there has been a CrossAbove?

[NinjaTrader_Jesse]

Hello dibDab,

That would compare the current tick against the last bars closed price. Methods that take a lookback period always reference bar data. In realtime while using OnEachTick the Close price of 0 bars ago would be the current tick, the Close of 1 bars ago is the previous bar.

[dibDab]

could you tell me what the difference would be in terms of catching a cross above?

CrossAbove(Close, highestHigh, 0) vs CrossAbove(Close, highestHigh, 1)



maybe this should be another topic? but would

if (Time[0].TimeOfDay >= endOfDay.TimeOfDay)

catch the end of day as soon as the current tick time was >= endOfDay.TimeOfDay?

[NinjaTrader_Jesse]

Hello dibDab,

Using 0 as the lookback period will make that always false, you need at least 2 bars of data to know if there was a cross. 1 is the minimum lookback that you can use with that method.

[dibDab]

ok.

if the last tick was 85.45 and the current tick was 85.46 and I wanted to catch a crossabove 85.45 how would I do that?

[NinjaTrader_Jesse]

Hello dibDab,

You would have to make a condition that checks if the Close is less than or greater than a variable. After doing that check you would set the close to the variable again to repeat that process. The CrossAbove and Below rely on the bar data, you never would be comparing two ticks when using bar data as you only have access to the current tick or the previous bars close depending on the BarsAgo used.