I am trying to create an indicator very similar to the BuySellPressure indicator to count UpTicks and DownTicks instead of BidVolume and AskVolume. The code works fine until I try to add an EMA of the UpTicks and DownTicks series I've created. Once I add the EMA, NinjaTrader crashes when I try to run the indicator.
Code:
Series<double> upticks, downticks;
private int activeBar = -1;
private double lastPrice = 0;
private int lastDir = 0, up = 0, down = 0;
private EMA emaUp, emaDown;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Calculate = Calculate.OnEachTick;
IsOverlay = false;
DisplayInDataBox = true;
DrawOnPricePanel = true;
DrawHorizontalGridLines = true;
DrawVerticalGridLines = true;
PaintPriceMarkers = true;
ScaleJustification = NinjaTrader.Gui.Chart.ScaleJustification.Right;
//Disable this property if your indicator requires custom values that cumulate with each new market data event.
//See Help Guide for additional information.
IsSuspendedWhileInactive = true;
Length = 4;
AddPlot(new Pen(Brushes.Red, 2), PlotStyle.Bar, "Plot1");
AddLine(Brushes.DarkGray, 1, "Line1");
}
else if (State == State.Configure)
{
upticks = new Series<double>(this);
downticks = new Series<double>(this);
emaUp = EMA(upticks,Length);
emaDown = EMA(downticks,Length);
}
else if (State == State.Historical)
{
activeBar = 0;
}
}
protected override void OnMarketData(MarketDataEventArgs e)
{
try
{
if (CurrentBar < Math.Max(Len,activeBar)) return;
if(e.MarketDataType == MarketDataType.Last)
{
if (lastPrice>0)
{
if (e.Price>lastPrice)
{
up++;
lastDir=1;
}
else if (e.Price<lastPrice)
{
down++;
lastDir=-1;
}
else
{
if (lastDir==1)
up++;
else if (lastDir==-1)
down++;
}
}
upticks[0]=up;
downticks[0]=down;
Plot1[0] = emaUp[0]-emaDown[0];
lastPrice = e.Price;
}
}
catch(Exception ex)
{
Log(ex.ToString(),LogLevel.Error);
}
}
protected override void OnBarUpdate()
{
if (CurrentBar < activeBar)
return;
if(CurrentBar != activeBar)
{
up = 0;
down = 0;
activeBar = CurrentBar;
}
}
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