how to create a multi-array dataseries

[cationic]

Hey I am new here and trying to build a dataseries with multiple arrays in my strategy, but not quite sure how to do this.

What I am trying to do is using multiple instruments (9 stocks), calculate each instrument's SMA and assign the value to its corresponding dataseries. Such as SMADataSeries[i][j][k], where i refers to the instrument index, j means its SMA value, while k stands for BarAgo.

How can I do it in variable declaration and initial part?
like this?
private DataSeries [8][][];

Thanks a lot!

[NinjaTrader_RyanM1]

Hello cationic,

Please see here for a tutorial on DataSeries.

See here for help with multiple series.


DataSeries are arrays, synced to each bar object. You don't have to create the array structure as the standard data series should do everything you need.

To set a DataSeries array for the secondary series SMA, you would use something like this:

myDataSeries.Set(SMA(Closes[1], Period)[0]

[cationic]

Thanks a lot!