NT7B10 Indicator-on-Indicator - Times are incorrect

[kdoren]

When passing an indicator to another indicator, the Times[0] DataSeries in the consuming indicator has all times set to 1/1/1800 at 12:00 AM.

[NinjaTrader_JoshP]

As mentioned in our email exchange, indicators do not share Bars series beyond the primary. Hosts and hosted indicators have their own series.

[kdoren]

That's a mistake; you need to pass times in addition to values, otherwise you'll significantly limit the usefulness of indicators-on-indicators.

Times are already available in the producing indicator; they should be transparently passed to the consuming indicator. Can't it just be passed by reference, i.e. have Times[0] of the consuming indicator point to Times[0] of the producing indicator?

It would be an ugly alternative, but is there some way an indicator can detect its input is another indicator, and then get a handle into that indicator to reference its Time series?

[NinjaTrader_JoshP]

kdoren,

What exactly is the issue? Host and hosted indicators have the same primary series. They have the exact same times.

Host = 1 series
Hosted = 1 series
Time[0] called in Hosted = same as Time[0] in Host

Host = 2 series
Hosted = 1 series
Time[0] called in Hosted = same as Times[0][0] in Host

Host = 1 series
Hosted = 2 series
Time[0] called in Hosted = same as Time[0] in Host
Times[0][0] called in Hosted = same Time[0] called in Hosted = same as Time[0] in Host

[kdoren]

You're not using Indicator-on-indicator, you're using an indicator within an indicator.

To reproduce:

1: Open a chart (I used 10-min SPY).
2: Open the Output Window
3: Add your "HostedTime" indicator to the chart.
Set the "Input Series" to an indicator (i used SMA(SPY(10 Min),14))
4: All times will print in the Output window as 1/1/1800 at 12:00:00 AM

[NinjaTrader_Dierk]

There may be a misunderstanding: as you have an indicator A as input for an indicator B this would make the Open/High/Low/Close series and of course the Input series of indicator B pointing to the "output" series of indicator A. Since there is no similar logic for volume and time those are defaulted.

This is expected behavior by design and always has been like that.

[kdoren]

The output of the producing indicator has a Time series attached to it; it's important information and it's a mistake to refuse to pass it to the indicator.

This isn't a high priority problem, but you really need to point Times[0] of the consuming indicator to Times[0] of the producing indicator. It can't be that hard, you're already doing it with the values, and you're already using the Times to plot the output. You just need to make them visible inside the indicator.

[NinjaTrader_Dierk]

Thanks for your feedback. Unfortuantely this won't be changed. However, we'll think about exposing the "native" bar values.