custom Dataseries as indicator input, or input to indi through underlying strategy

[Nathamus]

Hi!

I would like to write an Indicator to display various things that can only accessed from within a strategy.
e.g.
Position.Quantity,
Performance.AllTrades.Performance.Currency.CumProf it,
Position.GetProfitLoss(Close[0], PerformanceUnit.Currency),
Performance.AllTrades.Performance.Currency.DrawDow n,
etc.

This values can be saved into a dataseries
protected override void Initialize() {
myPosSize = new DataSeries(this);
DataSeries myPosSize = new DataSeries(this);
*...something else* }

Can this dataseries be passed to an indicator as input? How can I update / set a value in or through the OnBarUpdate() of the underlying strategy?

Thanks for your help,
Nathamus

[NinjaTrader_Ray]

Yes these DataSeries objects can be passed into any method (Indicators are methods) that accepts a DataSeries object from within the OnBarUpdate() method however, this will not accomplish what I believe you want to do which is plot an equity curve (for example) of a strategy within a chart using an indicator. Correct?

If I am correct, this is not supported at this time. I know users have plotted text on the chart (DrawText() methd) with performance data at key points on the chart.

[Nathamus]

Hello Ray,

I believe you want to do which is plot an equity curve (for example) of a strategy within a chart using an indicator. Correct?

Yes that is correct. I do not want to plot it as a overlay (otherwise I could plot from within the strategy, because the the PositionSize is small in comparison to the equity price). Sorry, I did not get the point why this should not be possible.

A dataseries can be created in the strategy that holds the current PositionSize or PnL or whatever. How can this DataSeries be passed as an input to an Indicator?

private DataSeries myPosSize;

protected override void Initialize()
{
myPosSize = new DataSeries(this);
Add(MyIndicatorPlotingThePosSize(myPosSize)
...
}

protected override void OnBarUpdate()
{
myPosSize.Set(Position.Quantity);
...
}

Yes these DataSeries objects can be passed into any method (Indicators are methods) that accepts a DataSeries object from within the OnBarUpdate() method ...

How can the values from a custom data Series that I just passed be accessed from within an indicator?

protected override void OnBarUpdate()
{
Plot0.Set(Input[0]);
}

Thanks for your help,
Nathamus

[NinjaTrader_Ray]

In theory, your approach might make sense however, this is not supported and would likely not work.