divergence logic

[tkaboris]

hi I want to find a bullish divergence with fisher Transform indicator, where there are two swing lows in the past 20 bars. I first check for this pattern in the last 7 bars, and do another check starting 7bars back. I am not sure if I am doing it right, but for some reason this condition doesnt get evaluated
if (isFisherPattern2 && isFisherPattern1 && swingLow1 < swingLow2)

for (int i = 0; i < 7; i++)
            {
                // Fisher Transform pattern condition
                bool isFisherPattern2 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < 0;

                // Check if the pattern is found
                if (isFisherPattern2)
                {
                    swingLow2 = fisherInd[i+2];
                }
            }
            
            for (int i = 7; i < 25; i++)
            {
                // Fisher Transform pattern condition
                bool isFisherPattern1 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < 0;

                // Check if the pattern is found
                if (isFisherPattern1)
                {
                    
                    swingLow1 = fisherInd[i+2];
                }
            }
            
            if (isFisherPattern2 && isFisherPattern1 && swingLow1 < swingLow2)
            {
                Print("Time"+ Time[0]);
                Print("Bullish divergence");
            }
            ​

[NinjaTrader_Gaby]

Hello tkaboris,

Thank you for your post.

In order to better understand how the code is working, it will be necessary to use Print to see how the conditions are evaluating and enable TraceOrders to see if orders are being submitted, ignored, rejected, or cancelled.

The prints should include the time of the bar and should print all values from all variables and all hard coded values in all conditions that must evaluate as true for this action to be triggered. It is very helpful to include labels and operators in the print to understand what is being compared in the condition sets.

Below I am providing a link to a video that demonstrates adding prints to a script to get further information about the behavior of the script.
NT8 —
https://youtu.be/H7aDpWoWUQs?t=2577&...We0Nf&index=14

Enable TraceOrders, print the time of the bar and all values used in the conditions that submit entry orders. Include labels for all values and comparison operators.

Let me know if you need any assistance creating a print or enabling TraceOrders.

Save the output from the output window to a text file and provide this with your reply.

I'll be happy to assist with analyzing the output.

[tkaboris]

hi I wanted to locate that divergence but condition if( isFisherPattern2 && isFisherPattern1) never evaluated to true
my updated code

for (int i = 0; i < 7; i++)
            {
                // Fisher Transform pattern condition
                bool isFisherPattern2 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < -0;

                // Check if the pattern is found
                if (isFisherPattern2)
                {
                    swingLow2 = fisherInd[i+2];
                    Print("swingLow2" + swingLow2);
                    Print("isFisherPattern2" + isFisherPattern2);
                }
            }
            
            for (int i = 7; i < 25; i++)
            {
                // Fisher Transform pattern condition
                bool isFisherPattern1 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < -0;

                // Check if the pattern is found
                if (isFisherPattern1)
                {
                    
                    swingLow1 = fisherInd[i+2];
                    Print("swingLow1" + swingLow1);
                    Print("isFisherPattern1" + isFisherPattern1);
                }
            }
                                      
                if( isFisherPattern2 && isFisherPattern1)

                
                {                                        
                    Print("Divergence Found" );
                }​

[NinjaTrader_Gaby]

Hello tkaboris,

From this output, I'm not seeing the values of the bools printed out. Are you adding the print 1 line above the condition to print out the value isFisherPattern2and isFisherPattern1?

If these aren't evaluating as true, you'll need to add prints to the parts of the code related to calculating if isFisherPattern2and isFisherPattern1 are going to be true or not.

Please let us know if you have any further questions.

[tkaboris]

I am adding more prints

[tkaboris]

I see it evaluates to true in the loop, but outside of the loop it evalutes to false


Timme4/29/2024 3:08:24 PM
isFisherPattern2False
isFisherPattern1False
isFisherPattern2 && isFisherPattern1False
swingLow2-1.93175039238242
isFisherPattern2True
swingLow1-4.06977232800588
isFisherPattern1True

[NinjaTrader_Gaby]

Hello tkaboris,

Thank you for your response.

Can you print the times of the bar with your isFisherPattern2False and isFisherPattern1 prints?

Where are these prints placed? Outside of which loop is it evaluating as true and false?

We are interested in the values at the time if( isFisherPattern2 && isFisherPattern1) is being evaluated. The print should be 1 line above the condition so we can see what the values are.

For example:

Print(Times[0][0] + " isFisherPattern2: " + isFisherPattern2 + " isFisherPattern1: " + isFisherPattern1);
if( isFisherPattern2 && isFisherPattern1)

If the values are evaluating as false when you don't expect them to, add additional prints to the parts of the code related to calculating the value of isFisherPattern2and isFisherPattern1.

[tkaboris]

HI i added times print.
My updated code

Print(Times[0][0] + " isFisherPattern2: " + isFisherPattern2 + " isFisherPattern1: " + isFisherPattern1);

            for (int i = 0; i < 7; i++)
            {
                // Fisher Transform pattern condition
                isFisherPattern2 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < -0;

                // Check if the pattern is found
                if (isFisherPattern2)
                {
                    swingLow2 = fisherInd[i+2];
                    Print("swingLow2" + swingLow2);
                    Print("isFisherPattern2" + isFisherPattern2);
                }
            }
            
            for (int i = 7; i < 25; i++)
            {
                // Fisher Transform pattern condition
                isFisherPattern1 = fisherInd[i] > fisherInd[i + 1] && fisherInd[i + 1] > fisherInd[i + 2]
                                       && fisherInd[i + 2] < fisherInd[i + 3] && fisherInd[i + 3] < fisherInd[i + 4] && fisherInd[i] < -0;

                // Check if the pattern is found
                if (isFisherPattern1)
                {
                    
                    swingLow1 = fisherInd[i+2];
                    Print("swingLow1" + swingLow1);
                    Print("isFisherPattern1" + isFisherPattern1);
                }
            }
                                  
                if( isFisherPattern2 && isFisherPattern1)

                
                {                                        
                    Print("Divergence Found" );
                }​

[NinjaTrader_Gaby]

Hello tkaboris,

Thank you for the output.

Your print is not in the right spot. It is happening outside the loop and before isFisherPattern2 and isFisherPattern1 are assigned within the loop, so once you get to the line
if( isFisherPattern2 && isFisherPattern1) in the code, the values shown in the output may not be up to date.

The print should be one line above the condition as shown below.

Print(Times[0][0] + " isFisherPattern2: " + isFisherPattern2 + " isFisherPattern1: " + isFisherPattern1);
if( isFisherPattern2 && isFisherPattern1)

Then we can see the updated values of your two variables at the time this condition is being evaluated.

[tkaboris]

HI i made it work when I removed bool and initialezed bool in privates

However I have problem with this part of code. Basically I need to specify if this pattern occured in the last 2 bars. When isFisherPattern2Short condition occurs it keeps on evalutting to true even after 2 more bars it passed. Is this a right loop for that?

for (int i = 0; i < 2; i++)
{
// Fisher Transform pattern condition
if(fisherInd[i] < fisherInd[i + 1] && fisherInd[i + 1] < fisherInd[i + 2]
&& fisherInd[i + 2] > fisherInd[i + 3] && fisherInd[i + 3] > fisherInd[i + 4]
// && fisherInd[i + 4] > fisherInd[i + 5]
&& fisherInd[i] > 0)
{
swingHigh2 = fisherInd[i+2];
swingHigh2Price = High[i+2];
isFisherPattern2Short = true;
Print("swingHigh2" + swingHigh2);
Print("isFisherPattern2Short" + isFisherPattern2Short);

}
}
Print("++++++++++++++");
Print("time event"+Time[0]);
Print("Event isFisherPattern2Short" + isFisherPattern2Short);
Print("++++++++++++++");