Has touched

croucrou
28 Aug 2017, 17:04

RE:

Make a "for" loop up to 20, to check if the moving average is smaller than the bar's high and higher than the bar's low at the same time.

HTtrader
30 Aug 2017, 14:32

Hi Croucrou,

If I understand you right something like should work?

protected override void OnBar()
        {
            var last = ema.Result.Last(0);

            Print("{0}", last);

            int N = 10;
            var open = MarketSeries.Open.Last(N);
            var close = MarketSeries.Close.Last(N);
            var high = MarketSeries.High.Last(N);
            var low = MarketSeries.Low.Last(N);
            for (int N = 10; N >= 0; N--)
            {
                if (last < ema && last > ema)
                {
                    Print("No touch EMA for last {0} bars", N);
                }
            }

where N is last number of bars rather than 20 I can specify any number

croucrou
01 Sep 2017, 01:27

I would do it like:

        MovingAverage myEma;
        int x;

        double ema(int index)
        {
            return myEma.Result.Last(index);
        }

        protected override void OnStart()
        {
            myEma = Indicators.MovingAverage(MarketSeries.Close, 20, MovingAverageType.Exponential);
        }

        protected override void OnBar()
        {
            x = 10;

            for (int i = 1; i <= x; i++)
            {
                if (ema(i) >= MarketSeries.Low.Last(i) && ema(i) <= MarketSeries.High.Last(i))
                    break;
                else if (i == x && !(ema(i) >= MarketSeries.Low.Last(i) && ema(i) <= MarketSeries.High.Last(i)))
                    Print("The price haven't touched EMA for the last {0} bars", i);
            }
        }

Notice that OnBar logic is executed with the start of new bar, so it doesn't take the action on the current bar into account.

If you want to include the current bar into the check, you might want to use OnTick.