I am trying to implement a Donchian channel indicator which needs to find the highest and lowest value of the past <period> bar. Say period is 20 then I need to find the highest high and lowest lowe value of the previous 20 bars every time I call the CalcBar() method.

Is there any simple way to do this? Instead of looping previous n bar every time?

Jeffrey 

I am trying to implement a Donchian channel indicator which needs to find the highest and lowest value of the past <period> bar. Say period is 20 then I need to find the highest high and lowest lowe value of the previous 20 bars every time I call the CalcBar() method. Is there any simple way to do this? Instead of looping previous n bar every time?

sure, cut & paste these codes;

#region Variables
....
// User defined variables (add any user defined variables below)
......
private double curlow,curhigh,lasthigh,lastlow,targethigh,targetlow, savelow =0,savehigh=0;
......

.............
protected override void OnBarUpdate()
{
if (CurrentBar <Period) ///// Do not calculate if we don't have enough bars
return;
......

curlowpos=LowestBar(Low,Period);
curlow=Low[curlowpos];

curhighpos=HighestBar(High, Period);
curhigh=High[curhighpos];
-------

cory 

sure, cut & paste these codes; #region Variables .... // User defined variables (add any user defined variables below) ...... private double curlow,curhigh,lasthigh,lastlow,targethigh,targetlow, savelow =0,savehigh=0; ...... ............. protected override void OnBarUpdate() { if (CurrentBar <Period) ///// Do not calculate if we don't have enough bars return; ...... curlowpos=LowestBar(Low,Period); curlow=Low[curlowpos]; curhighpos=HighestBar(High, Period); curhigh=High[curhighpos]; -------

Hi Cory,

Thanks for the suggestion. However I am using MC.NET instead of NT7. I am actually trying to move the Donchian indicator from NT7 to MC.NET ... However I can't find the functions like MAX in MC.NET so I am wondering do I have to build one on my own.....

Jeffrey 

Hi Cory, Thanks for the suggestion. However I am using MC.NET instead of NT7. I am actually trying to move the Donchian indicator from NT7 to MC.NET ... However I can't find the functions like MAX in MC.NET so I am wondering do I have to build one on my own.....

You could you the standard .NET Math.Max(a, b) which is simple and great for code maintenance down the road. Performance wise, it's nearly identical to inlining, stackoverflow thread on that. DotNetPearls has a quick 30 second read on it that's pretty good too.

I have found the answer, there are some PublicFunctions available in MC.NET:

 

Code

public Jeffrey_DonchianChannel(object _ctx):base(_ctx){ // default 14 days Period = 14; } protected override void Create() { // create variable objects, function objects, plot objects etc. //plot1 = AddPlot(new PlotAttributes("ATR", EPlotShapes.Line, Color.Cyan, Color.Empty, 0, 0, true)); upperBoundPlot = AddPlot(new PlotAttributes("UpperBound", EPlotShapes.Line, Color.Yellow, Color.Empty, 0, 0, true)); lowerBoundPlot = AddPlot(new PlotAttributes("LowerBound", EPlotShapes.Line, Color.Yellow, Color.Empty, 0, 0, true)); meanPlot = AddPlot(new PlotAttributes("Mean", EPlotShapes.Line, Color.Yellow, Color.Empty, 0, 0, true)); upperBoundSeries = new VariableSeries<Double>(this); lowerBoundSeries = new VariableSeries<Double>(this); meanSeries = new VariableSeries<Double>(this); } protected override void StartCalc() { // assign inputs //ExecInfo.MaxBarsBack = Period+1; #if DEBUG Output.WriteLine("{0} - BarNumber: {1} - MaxBarsBack: {2}", Bars.Time[0].ToString("yyyy/MM/dd HH:mm:ss"), Bars.CurrentBarAbsolute() + 1, ExecInfo.MaxBarsBack); #endif } protected override void CalcBar() { double upper = PublicFunctions.Highest(Bars.High, Period); double lower = PublicFunctions.Lowest(Bars.Low, Period); #if DEBUG Output.WriteLine("Current bar is {0}", Bars.CurrentBar); Output.WriteLine("Date/Time: {0}, Upper: {1}, Lower: {2}", Bars.Time[0].ToString("yyyy/MM/dd HH:mm:ss"), upper, lower); Output.WriteLine(""); #endif // 0 means no displacement of the current bar upperBoundPlot.Set(0, upper); lowerBoundPlot.Set(0, lower); //meanPlot.Set(0, meanSeries.Value); } }