Maximum Bars Lookback

[Harry]

Yes.

Hi Harry, thanks for clarifying and adding those remarks, appreciated.

Do you see the same result if setting the lookback for the DateTimeSeries programmatically to be infinite?

But I think Josh is right, I will try to produce an indicator that is stripped down of much of the code, and which shows the same behavior. I will come back once I have coded it.

[Harry]

NT 7 not as clean as NT 6.5

I have explored the problem and found an explanation. There was a bug in the indicator, which in some cases prevented that a value was written to the DateTimeSeries. In such a case NT7 behaves in a different way than NT 6.5. This can be shown with the following simple indicator, which prints the result to the output window:

#region Variables
private DateTimeSeries someDate;
#endregion
protected override void Initialize()
{
someDate = new DateTimeSeries(this);
}
protected override void OnBarUpdate()
{
if ( Time[0].DayOfWeek == DayOfWeek.Monday)
someDate.Set(Time[0]);
Print (CurrentBar + " " + Convert.ToString(someDate[0]));
}

With this indicator, values are written to the DateTimeSeries only on Monday. Nothing is written to the DateTimeSeries for the other days. So what happens?

NT 6.5. -> On Mondays the DateTimeSeries contains the affected values, on all other days the DateTimeSeries contains the default value "01.01.0001 00:00:00".

NT 7.0.0.13 set to "TwoHundredFiftySix" -> On Mondays the DateTimeSeries contains the affected values, on all other days the DateTimeSeries contains either "01.01.0001 00:00:00" or random values from prior fields of the DateTimeSeries.

NT 7.0.0.13 set set to "MaximumBarsLookBack.Infinite" via indicator dialogue -> "Error on calling 'OnBarUpdate' method for indicator 'Test' on bar 0: You are accessing an index with a value that is invalid since its out of range. I.E. accessing a series [barsAgo] with a value of 5 when there are only 4 bars on the chart."

Conclusion: If you do not affect a value to the DateTimeSeries,

- NT 6.5. writes the default value
- NT 7 (TwoHundredFiftySix) writes random values
- NT7 (Infinite) creates an out-of-range exception.

I don't think that the solution adopted for NT is really clean here.

[NinjaTrader_Bertrand]

Hi Harry, thanks for your efforts to simplify this, I could reproduce the behavior you found on 65 vs 7 - we'll take a look into.

[NinjaTrader_Bertrand]

Harry, development informed this is expected behavior - you should only access a DataSeries for data points where you actually have set values for it.

[Harry]

Thanks Bertrand, for checking. I fully agree with the statement below.

Harry, development informed this is expected behavior - you should only access a DataSeries for data points where you actually have set values for it.