DataSeries Issue

[Antonio79]

Hi

I have troubles passing DataSeries to Indicators

Take a look at the attached cs file

Varying the last element of the DataSeries, why I cannot obtain the correct SMA Value, but always the same result as if I never changed the DataSeries?

This is the Output from the Print() function in the code:

(1+2+3+0)/4 = SMA: 1,5
(1+2+3+1)/4 = SMA: 1,5
(1+2+3+2)/4 = SMA: 1,5
(1+2+3+3)/4 = SMA: 1,5
(1+2+3+4)/4 = SMA: 1,5

Can you tell where I'm wrong or if you know any tips to fix this issue?

Thanks in advance
Antonio Raso

[NinjaTrader_Ray]

We will check into this and report back tomorrow.

Thanks

[NinjaTrader_Ray]

This is expected. Once the first call to SMA for the current bar is made, the calculation for that bar is complete and held in the series. Any further change intrabar is not used. This is not true if CalculateOnBarClose is set to false.

[Antonio79]

DataSeries as input to Indicators - Indicator Dispose

Ok Ray, thank you for your answer, now I try to explain how I solved the previous issue and what I want to obtain now:

a) I'm working to make a TS for BackTest simulations

My Goal is:
* See how the CCI Indicator changes through the Ticks between the Open and Close Values of a Bar

This is what I've done:
1. I created a DataSeries (named ticks) to collect the Closes and pass it as Input to the Indicator
2. for semplicity I consider only Bars with Open<Close
2. In a "For" loop I cycle the "ticks[0]" value through the Open[0] to Close[0] Value, Tick by Tick ( ticks[0] += TickSize )
3. On every cycle I pass the "ticks" DataSerie to the CCI Indicator to Print the returned value

(The 1st Problem I solved - my previous post)
4. After the call to the Indicator I "Dispose()" it, otherwise in every cycle I obtain always the same value

Doing like this I reached my goal but I have still 1 big problem:

* Everytime I call the CCI Indicator, NT seems to create a new istance of the CCI class; this makes the RAM usage Overflow and steals all the system resources.

-> How can I avoid this problem? <-

In attach the .cs example file I created
- Min. bars required = 0
- I make it works only for Historical Bars from 21 to 100, otherwise the system locks


Thank you again
Best regards
Antonio Raso

[NinjaTrader_JoshP]

Hi Antonio,

When you set values to a DataSeries you would want to use .Set instead.

ticks[0] = Close[0];
should be
ticks.Set(Close[0]);

See if that helps.

[Antonio79]

ops... you're right

but that doesn't seem the solution.

The problem is in the Code of every Indicator.

Everytime the Indicator is called with different Input or Period the Strategy Add it as "new" to the Indicator's internal Array

CCI[] tmp = new CCI[cacheCCI == null ? 1 : cacheCCI.Length + 1];

if (cacheCCI != null)
cacheCCI.CopyTo(tmp, 0);

tmp[tmp.Length - 1] = indicator;
cacheCCI = tmp;
Indicators.Add(indicator);

[Antonio79]

Is there a way to "Flush" it Completely?

[NinjaTrader_JoshP]

Hi Antonio,

Unfortunately that is what happens when you call indicators. There is no "flush". If you want to pass in Close for your CCI you can just use CCI(Close,...) instead.

[NinjaTrader_Ray]

Is there a way to "Flush" it Completely?

When you terminate your strategy or indicator, the cache is then freed once .NET garbage collector kicks in.