Indicator on Multi-Instrument Indicator

[kdoren]

I can't seem to apply an indicator to another multi-instrument indicator.

If I Add() another instrument's bar series in Initialize(), that indicator will work, but I can't apply an indicator to it.

And I can't Add() another instrument's bar series in OnBarUpdate().

As far as I can tell, you can make a multi-instrument indicator, or you can apply indicators to indicators, but you can't do both. Is my understanding correct, and if so do you have any plans to fix it?

Thanks.

[NinjaTrader_Ray]

Let me try and understand.

Indicator A --> Has the primary series (lets say 1 minute chart) and an additional 5 min series

You try to apply an SMA on Indicator A --> This does not work?

[kdoren]

Upon further investigation, it seems that the reason it wasn't working was that I conditioned the Add() upon Instrument not being null, which I thought was reasonable because the Instrument I'm Adding needs to have the same BarsPeriod.ID and BarsPeriod.Value as the primary instrument. But this keeps it from working when another indicator is used on it.

// Can't use an indicator on an indicator that uses the following:
if (Instrument != null)
Add("SYMBOL", BarsPeriod.Id, BarsPeriod.Value);

// You can use an indicator on an indicator that uses the following:
Add("SYMBOL", BarsPeriod.Id, BarsPeriod.Value);

I would have thought that it would be wrong to refer to BarsPeriod.Id and BarsPeriod.Value if Instrument is null, but that's what seems to work.

-Kevin