MTF and referring to indicators

[ssylwester]

NT 7.22
I've added an indicator TSS to my primary chart in Initialize(). I also want to access it in the other time frame BPI=1. How do i call TSS values for the 2nd time frame (BPI=1)?
TSS.UpTrend[3] retrieves the value from 3 bars ago, for the primary timeframe
but it won't allow me to use TSS.UpTrend[3][0]

{main strategy....}
protected override void Initialize()
{
if (_debug) Print(" Begin Initialize() section");

Add(TSSuperTrend(atrLength, MovingAverageType.HMA, plFactor, 1, SuperTrendMode.ATR));
TSS=TSSuperTrend(atrLength, MovingAverageType.HMA, plFactor, 1, SuperTrendMode.ATR); //sds usually ATR

Add(PeriodType.Tick, 90); // adds a xx Tick bar to strategy




namespace NinjaTrader.Indicator
{
[Description("TSSuperTrend Indicator developed by TradingStudies.com (Version 2.3)")]
public class TSSuperTrend : Indicator
{
private SuperTrendMode _smode = SuperTrendMode.ATR;
private int _length = 14; // ATR/DT; TSS strat uses 100; 5 much better for CL
private double _multiplier = 2.01; // 2.618;
//sds private MovingAverageType _maType = MovingAverageType.WMA;
private MovingAverageType _maType = MovingAverageType.HMA;
private int _smooth = 1; // 14
...
protected override void Initialize()
{
Add(new Plot(Color.Green, PlotStyle.Hash, "UpTrend"));
Add(new Plot(Color.Red, PlotStyle.Hash, "DownTrend"));

[NinjaTrader_Bertrand]

ssylvester, you would need to point to the needed BarsArray to calculate the indicator on - http://www.ninjatrader.com/support/h.../barsarray.htm

[ssylwester]

Yes, before i posted my question, i had read through the bars array material for the last 8 hours, and searched on MTF on the boards. I am still not making any headway.

Doesn't TSS.UpTrend[3][1]
point to the bars array with BarsIndex 1? it doesn't work?

I know i'm missing something basic, but have not been able to solve it.
Thanks for any help you can provide

[NinjaTrader_Bertrand]

This will not work, this is just the plot series, you need to calculate the indicator first on your added series - if your for example take the SMA, you could call it like this (SMA, 20)[0] - this would just use the basic Close series of the primary instrument as input data for the indicator calcs, but you could also call it SMA(BarsArray[1], 20)[0] -> this would then point to the added series Close value which you added to your Initialize(). You would need to proceed like this with your custom indicator, any indicator would implement the IDataSeries interface in NinjaScript, assuring you can pass in any series to base the calcs on.

[ssylwester]

Thanks Bertrand. I finally figured out how to add the BarsArray to the indicator -- pretty basic, i just didnt know that you could stick it into the first param of calling the indicator.

Q: i created the BIP=1 time period in initialize.
For convenience in referring to the indicator across the 2 time frames, call/rename the indicator as
TSS0=indicator(...parms) in the Initialize area
but i cannot call
TSS1=TSSuperTrend(BarsArray[1],atrLength, MovingAverageType.HMA, plFactor, 1, SuperTrendMode.ATR);
in the init area, so i call that in the OnBarUpdate area.
Which i do, and the strategy functions.

does this TSS1= call take lots of memory? now when i run a backtest over 2 days, it runs ok, but over 10 days, it clubs the memory in my machine and shuts down.


protected override void Initialize()
{
Add(PeriodType.Tick, 80); // BIP=1, xx Tick bar as MT

Add(TSSuperTrend(atrLength, MovingAverageType.HMA, plFactor, 1, SuperTrendMode.ATR));
TSS0 = TSSuperTrend(atrLength, MovingAverageType.HMA, plFactor, 1, SuperTrendMode.ATR);
//TSS1? cannot call BarsArray inside Initialize

[NinjaTrader_Bertrand]

Great you got it working, correct you would need to work with BarsArray in the OnBarUpdate() part. Unfortunately I would not know how efficient the indicator you work with is called, but a 10 day tick based script should not pose such issues performance wise, if you comment out this call and run the script would the issue you see be different?

[ssylwester]

(apologies if i responded elsewhere)
I moved the indicator reference call from OnbarUpdate to OnStartUp (won't allow the call in Initialize), and that has eliminated the memory problem.
Thx for help.
S