![]() |
|
|||||||
| Strategy Development Support for the development of custom automated trading strategies using NinjaScript. |
![]() |
|
|
Thread Tools | Display Modes |
|
|
#1 |
|
Senior Member
Join Date: Nov 2008
Posts: 227
Thanks: 1
Thanked 0 times in 0 posts
|
What is the difference between "Bars ago" and "Look back period".
If I understand it correctly: the look back of 3 will look for the condition (all settings in the condition left panel and right) in last 3 bars and if any of the three meet the condition it will take action. On the other hand "Bars ago=3", ONLY the parameter set in left panel of the Builder will be searched through the last 3 bars. Am I right? Thanks. |
|
|
|
|
|
#2 |
|
NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
|
Hi ju1234,
Thanks for your post. The 'LookBack' period sets the number of bars to look back to check for the cross above / cross below condition. 'BarsAgo' references a certain data point value of your parameters in past. Please also see this link - http://www.ninjatrader-support.com/H...onditions.html
Bertrand
NinjaTrader Customer Service |
|
|
|
|
|
#3 |
|
Senior Member
Join Date: Nov 2008
Posts: 227
Thanks: 1
Thanked 0 times in 0 posts
|
For VOL if I have bars ago=3, does that mean the volume of "bar 3" or "any bar in last 3". If the former, how do i express "any bar in last 3"? Thanks.
|
|
|
|
|
|
#4 |
|
NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,377
Thanks: 252
Thanked 966 times in 949 posts
|
Hi ju1234,
Thanks for posting! This means it considers the volume that occured 3 bars ago. For your purpose you can look into MAX() from the indicators and specify 3 as the 'Period' while using Volume from the Price data category as your input series. Please also see this link - http://www.ninjatrader-support.com/H...aximumMAX.html
Bertrand
NinjaTrader Customer Service |
|
|
|
![]() |
| Thread Tools | |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Thread Starter | Forum | Replies | Last Post |
| Difference between "trades" and "strategies" results | suitguy1 | Automated Trading | 1 | 07-25-2008 03:05 PM |
| Please add "Calmar" and "Sterling" ratios to Performance._Trades.TradesPerformance | Elliott Wave | Suggestions And Feedback | 2 | 06-10-2008 09:57 PM |
| the forum can not remember the settings of "Sorted by" and "Sort Order" | clearpicks | Suggestions And Feedback | 1 | 05-23-2008 12:05 PM |
| "'OrderRejected'. Strategy has sent cancel requests" & "There is no market data..." | Elliott Wave | Strategy Development | 6 | 04-12-2008 12:03 AM |
| Control center "strategies" tab, "Positions tab, and "Market Analyzer" not | funk101 | Strategy Development | 6 | 04-10-2007 03:44 AM |