Pivots

[NinjaTrader_DaveI]

It is always advisable to add data series in State.Configure. You could play around with calling AddDataSeries() in later states, but you may see unexpected results.

MrBaffalo, we are going to add a bit more to our documentation to cover this requirement in the near future. To get rid of that error, you need to call AddDataSeries() for any bars series that the hosted indicator is calling, in order to provide the data it requires. When the data is being added by the hosting script, the call to AddDataSeries() in the hosted script will be ignored, so you don't have to worry about redundant data loading.

[strategesis]

I have good news: I devised a way to do what I need to do, in spite of the new requirements:

1) During the strategy's State.Configure processing, create the nested indicator (whose name/identity isn't known until run time.)
2) Query the nested indicator as to which input data series it will need, if any, in addition to the main chart input data series.
3) Also during the strategy's State.Configure processing, add any additional input data series which any nested indicator needs but the containing strategy wouldn't otherwise add.

You should consider documenting that solution for the benefit of others.

Question: Does the same requirement also hold in cases where one indicator is nested inside another?

[NinjaTrader_DaveI]

Yes, the same requirement holds true for indicators hosting other indicators, as well. Thank you for sharing your solution with us, as well.