Simple Indicator that alerts with every new bar

[Aithin]

Thank you

I'll give it a try right now.

Thanks again for all your help

Travis

[Aithin]

Stepping through code

Are there any tools available that will allow you to step through your code line by line?

I'm trying to step through the IF statements to test / learn how they are working.

[NinjaTrader_Brett]

Hello,

You can debug via Visual Studio. Also, the simpler way to debug is to add print statements.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

http://www.ninjatrader.com/support/helpGuides/nt7/visual_studio_debugging.htm

Let me know if I can be of further assistance.

[Aithin]

New Code

Below is a copy/paste of my new Code. It still does not seem to be working. I'm the sure the error is probably very glaring LoL.

*****Copy/Paste Start

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
[Description("This Indicator will send email alerts just before every new bar is created.")]
public class RangeBarAlerts : Indicator
{
#region Variables
// Wizard generated variables
// User defined variables (add any user defined variables below)
bool alerted = false;
double RangeBarSetting = 10;
double PercentageSetting = 9;

#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = false;
Overlay = false;
PriceTypeSupported = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Close[0] >= ((RangeBarSetting - PercentageSetting) + Low[0]) && alerted == false)
{
Print("Long");
// send alert
SendMail("[email protected]", "[email protected]", "New Bar Alert", "New bar just opened");
alerted = true;
}
if (Close[0] <= ((RangeBarSetting - PercentageSetting) - High[0]) && alerted == false)
{
Print("Short");
// send alert
SendMail("[email protected]", "[email protected]", "New Bar Alert", "New bar just opened");
alerted = true;
}

if (FirstTickOfBar)
alerted = false;
}

#region Properties

#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private RangeBarAlerts[] cacheRangeBarAlerts = null;

private static RangeBarAlerts checkRangeBarAlerts = new RangeBarAlerts();

/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
public RangeBarAlerts RangeBarAlerts()
{
return RangeBarAlerts(Input);
}

/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
public RangeBarAlerts RangeBarAlerts(Data.IDataSeries input)
{

if (cacheRangeBarAlerts != null)
for (int idx = 0; idx < cacheRangeBarAlerts.Length; idx++)
if (cacheRangeBarAlerts[idx].EqualsInput(input))
return cacheRangeBarAlerts[idx];

RangeBarAlerts indicator = new RangeBarAlerts();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.SetUp();

RangeBarAlerts[] tmp = new RangeBarAlerts[cacheRangeBarAlerts == null ? 1 : cacheRangeBarAlerts.Length + 1];
if (cacheRangeBarAlerts != null)
cacheRangeBarAlerts.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheRangeBarAlerts = tmp;
Indicators.Add(indicator);

return indicator;
}

}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.RangeBarAlerts RangeBarAlerts()
{
return _indicator.RangeBarAlerts(Input);
}

/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
public Indicator.RangeBarAlerts RangeBarAlerts(Data.IDataSeries input)
{
return _indicator.RangeBarAlerts(input);
}

}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.RangeBarAlerts RangeBarAlerts()
{
return _indicator.RangeBarAlerts(Input);
}

/// <summary>
/// This Indicator will send email alerts just before every new bar is created.
/// </summary>
/// <returns></returns>
public Indicator.RangeBarAlerts RangeBarAlerts(Data.IDataSeries input)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.RangeBarAlerts(input);
}

}
}
#endregion

***Copy/Paste End

Any help from anyone out there would be great.

Thanks

[NinjaTrader_Brett]

Hello,

Whats is this:

(RangeBarSetting - PercentageSetting) + Low[0]


Not sure this is correct for your formula. Are you getting Print statements to the output window?

[Aithin]

(RangeBarSetting - PercentageSetting) + Low[0]

is to get the 90% of the Total Range Bar Setting.

For example , for testing I'm using 10 Range Bars. So the formula is ...
(10 - 9) + Low of Current Bar
If the price goes beyond this point it should trigger the alert as 90% of the bar has been created.

However, I did have my logic wrong , below is the updated lines of code.
if (Close[0] <= (Low[0] + (RangeBarSetting - PercentageSetting)) && alerted == false)
if (Close[0] >= (High[0] - (RangeBarSetting - PercentageSetting)) && alerted == false)

[koganam]

Does the intrabar update and alerts work with Range Bars? If so can I use something that would be

if currentprice == alertlevel then send the alert?

(current price obviously being plain english and not the real command)

Thanks

You are going to need 2 trigger levels: 1 each for high and low.

The most efficient way to use your triggers would be to define a percentage level and then trigger off that offset from low or high as the case may be.

if (BarsPeriod.Id == PeriodType.Range)
    {
        double _dblBarsRange =  BarsPeriod.Value;
    }

should grab you the value of the bars range, so that you do not need to specify it in the code.

double _dblUpperTrigger = Low[0] + dblTriggerPercent * _dblBarsRange  * TickSize;
double _dblLowerTrigger = High[0] - dblTriggerPercent * ._dblBarsRange * TickSize;

(where dblTriggerPercent is the property that is set from the config GUI) should give you your trigger levels.

bool boolUpperTriggerViolated = Close[0] > _dblUpperTrigger;
bool boolLowerTriggerViolated = Close[0] < _dblLowerTrigger;

would be your mail conditions.

For Range bars, this last condition will be identically true for all historical bars when dblTriggerPercent < 100 %, so you might want to escape the block with a if (!Historical) condition.

If used that way, you are going to have to reset the bool triggers to false on FirstTickOfBar.

[Aithin]

Thanks everyone, Though still need a little help

I decided, for simplicities sake, to go with the first suggestion. which is ...

if (FirstTickOfBar) SendMail("[email protected]", "[email protected], "EURUSD - New Bar Alert", "New bar just opened");

below is a copy paste of the code ....

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
[Description("Email Alerts at the beginning of every new bar")]
public class RangeBarAlert_eurusd : Indicator
{
#region Variables
// Wizard generated variables
// User defined variables (add any user defined variables below)
#endregion

/// <summary>
/// This method is used to configure the indicator and is called once before any bar data is loaded.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
Overlay = false;
PriceTypeSupported = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
// Use this method for calculating your indicator values. Assign a value to each
// plot below by replacing 'Close[0]' with your own formula.
if (FirstTickOfBar) SendMail("[email protected]", "[email protected]", "EURUSD - New Bar Alert", "New bar just opened");
}

#region Properties

#endregion
}
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
public partial class Indicator : IndicatorBase
{
private RangeBarAlert_eurusd[] cacheRangeBarAlert_eurusd = null;

private static RangeBarAlert_eurusd checkRangeBarAlert_eurusd = new RangeBarAlert_eurusd();

/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
public RangeBarAlert_eurusd RangeBarAlert_eurusd()
{
return RangeBarAlert_eurusd(Input);
}

/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
public RangeBarAlert_eurusd RangeBarAlert_eurusd(Data.IDataSeries input)
{

if (cacheRangeBarAlert_eurusd != null)
for (int idx = 0; idx < cacheRangeBarAlert_eurusd.Length; idx++)
if (cacheRangeBarAlert_eurusd[idx].EqualsInput(input))
return cacheRangeBarAlert_eurusd[idx];

RangeBarAlert_eurusd indicator = new RangeBarAlert_eurusd();
indicator.BarsRequired = BarsRequired;
indicator.CalculateOnBarClose = CalculateOnBarClose;
indicator.Input = input;
indicator.SetUp();

RangeBarAlert_eurusd[] tmp = new RangeBarAlert_eurusd[cacheRangeBarAlert_eurusd == null ? 1 : cacheRangeBarAlert_eurusd.Length + 1];
if (cacheRangeBarAlert_eurusd != null)
cacheRangeBarAlert_eurusd.CopyTo(tmp, 0);
tmp[tmp.Length - 1] = indicator;
cacheRangeBarAlert_eurusd = tmp;
Indicators.Add(indicator);

return indicator;
}

}
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
public partial class Column : ColumnBase
{
/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.RangeBarAlert_eurusd RangeBarAlert_eurusd()
{
return _indicator.RangeBarAlert_eurusd(Input);
}

/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
public Indicator.RangeBarAlert_eurusd RangeBarAlert_eurusd(Data.IDataSeries input)
{
return _indicator.RangeBarAlert_eurusd(input);
}

}
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
public partial class Strategy : StrategyBase
{
/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
[Gui.Design.WizardCondition("Indicator")]
public Indicator.RangeBarAlert_eurusd RangeBarAlert_eurusd()
{
return _indicator.RangeBarAlert_eurusd(Input);
}

/// <summary>
/// Email Alerts at the beginning of every new bar
/// </summary>
/// <returns></returns>
public Indicator.RangeBarAlert_eurusd RangeBarAlert_eurusd(Data.IDataSeries input)
{
if (InInitialize && input == null)
throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

return _indicator.RangeBarAlert_eurusd(input);
}

}
}
#endregion

****end paste of code


This really doesn't seem like it should be this difficult. However, last night there should have been two emails sent but I did not get any. I'm getting a little frustrated, can anyone see why this isn't working?

Thank you very much , and thank you very much for the help thus far!

[Aithin]

alerts are sent ... sometimes

It seems to be sending alerts with lower range bar settings and not for the longer settings. For example I get alerts with a 25 range chart, but not with a 100 range chart. Any ideas why that could be?

Thanks

[koganam]

It seems to be sending alerts with lower range bar settings and not for the longer settings. For example I get alerts with a 25 range chart, but not with a 100 range chart. Any ideas why that could be?

Thanks

This may be a silly question, but are you sure that you actually have any 100 range bars?

[Aithin]

I'm not sure I follow, kog? Are you asking if I'm sure there has been a new bar formed? If so, yes I'm sure I keep a verticle line on the current bar, that way I can tell easily when new bars form, and whether or not the indicator is working.

Thanks though for the input ... sometimes the problem really is that simple

[NinjaTrader_Brett]

Hello,

There is no reason why it would work on a 25 R and not a 100 R.

Please note that this will only send a email on a new bar live that NinjaTrader sees. This will not run on historical.

This will work without issue on a 100 R bar chart.

Let me know if I can be of further assistance.

[Aithin]

Hmm, so there are no errors in the code?

This is how I'm testing it ...
start off with 5 range bars (in order to get alerts more often, in the interest of testing)
Once it appears to be working as intended I bump up to a 25 range bar chart
Once that's working I bump it up to 50 range, 75 range, etc...

I seem to get alerts consistently up to about 50 range, then nothing.

I have a dedicated computer running only ninja trader, 24 hours a day... so its not that i'm looking for historical alerts.

This whole thing is very perplexing

If I can provide any other info as to how i'm testing this, this ask ... I really want to get this working.

[NinjaTrader_Brett]

Hello,

No reason why this shouldnt work.

In this case please add Print() statements to debug the code.

Add a print startment in OnBarUpdate() and add a Print() Statement in the if( FirstTickOfBar ) check to make sure the is executing. To see if its the email thats somehow not making it or the code runnin code.

http://www.ninjatrader.com/support/forum/showthread.php?t=3418

I look forward to assisting you further.

[Aithin]

Thanks, I put the print() commands in both places you asked me to.

I'll let you know how it works.