Syncing custom DataSeries to secondary series

[buylosellhi]

Hi,

Just trying to get familiar with the way DataSeries objects work. If I need to sync a custom dataseries I can definite by using DataSeries(this). If I add more series to the indicator, how do I sync the custom DataSeries object to the secondary series added using Add().

Hope i'm clear in what I'm asking.

thanks

[NinjaTrader_RyanM1]

Hello buylosellhi,

Yes, there is a sample dedicated to this here:

http://www.ninjatrader.com/support/forum/showthread.php?t=3572

[buylosellhi]

Ryan, thanks for your reply. In the example that you provided the secondaryDataSeries is synced using

secondarySeries = new DataSeries(SMA(BarsArray[1], 50));

do we need to use an Indicator with the appropriate BarsArray[] to sync it or can it also be synced using

secondarySeries = new DataSeries(BarsArray[1]);

thanks again...

[NinjaTrader_RyanM1]

Yes, you can do that, although you might not need a data series. You can access the close series of the secondary time frame with:
Closes[1]

Don't include the second bracket [ ] and it's a series, not a double.

[Light]

Can't synchronize secondary series directly with BarsArray[1]

Guys, synching the secondary series using an indicator like the SMA appears to work fine, as in the example zip file. But doing it directly via BarsArray[1], as in

secondarySeries = new DataSeries(BarsArray[1]);

didn't work for me. Not a big deal... just thought I'd mention it in case others try the same thing.

[xTrader1]

Cannot Sync to Closes[1]

Yes, you can do that, although you might not need a data series. You can access the close series of the secondary time frame with:
Closes[1]

Don't include the second bracket [ ] and it's a series, not a double.

It's an old thread, it might work on Ninja 6 , but doesn't work now. An attempt to synchronize to Closes[1] as below :

        protected override void OnStartUp()
        {
            if (askTicks == null)
            {
                /* Syncs another DataSeries object to the secondary bar object.
                We use an arbitrary indicator overloaded with an IDataSeries input to achieve the sync.
                The indicator can be any indicator. The DataSeries will be synced to whatever the
                BarsArray[] is provided.*/
                askTicks = new DataSeries(Closes[1]);
            }
        }

fails and creates compilation errors:
Strategy\MyTest1Stg.cs,The best overloaded method match for 'NinjaTrader.Data.DataSeries.DataSeries(NinjaTrade r.Indicator.IndicatorBase)' has some invalid arguments,CS1502 - click for info,80,16,
Strategy\MyTest1Stg.cs,Argument '1': cannot convert from 'NinjaTrader.Data.IDataSeries' to 'NinjaTrader.Indicator.IndicatorBase',NT1503 - click for info,80,31,

Another attempt, trying "to cheat" :

askTicks = new DataSeries((IndicatorBase)(Closes[1]));

Gives a runtime error:
Strategy,Error on calling 'OnStartUp' method for strategy 'MyTest1Stg/2c8b4818f5c447f18f7bfa899ae087aa': Unable to cast object of type 'NinjaTrader.Indicator.DataSeriesHelper' to type 'NinjaTrader.Indicator.IndicatorBase'.,

Of course I can create a dummy indicator just returning Close, but may be have you a better advice?

[NinjaTrader_CalH]

xTrader1,

You need to have an indicator base that is using the secondary data series for this.

It doesn't matter what indicator you use, we just an arbitrary one so that we the data series synced.

/* Only need to sync DataSeries objects once. We couldn't do this sync in the Initialize() method because we
cannot access the BarsArray property there. */
	if (secondarySeries == null)
	{
		/* Syncs another DataSeries object to the secondary bar object.
		We use an arbitrary indicator overloaded with an IDataSeries input to achieve the sync.
		The indicator can be any indicator. The DataSeries will be synced to whatever the
		BarsArray[] is provided.*/
		secondarySeries = new DataSeries(SMA(BarsArray[1], 50));
	}

You can view the sample we have on how to do this from the thread link below -
http://www.ninjatrader.com/support/f...ead.php?t=3572

Let me know if I can be of further assistance.

[xTrader1]

xTrader1,

You need to have an indicator base that is using the secondary data series for this.

It doesn't matter what indicator you use, we just an arbitrary one so that we the data series synced.

/* Only need to sync DataSeries objects once. We couldn't do this sync in the Initialize() method because we
cannot access the BarsArray property there. */
    if (secondarySeries == null)
    {
        /* Syncs another DataSeries object to the secondary bar object.
        We use an arbitrary indicator overloaded with an IDataSeries input to achieve the sync.
        The indicator can be any indicator. The DataSeries will be synced to whatever the
        BarsArray[] is provided.*/
        secondarySeries = new DataSeries(SMA(BarsArray[1], 50));
    }

You can view the sample we have on how to do this from the thread link below -

http://www.ninjatrader.com/support/forum/showthread.php?t=3572

Let me know if I can be of further assistance.

I saw an example, So the only way to synchronize additional data series is via an indicator?

[NinjaTrader_CalH]

xTrader1,

Correct. An indicator base needs to be used for the new DataSeries() however, we only need the bar series for the secondary timeframe which this allows us to do.

[balancenv]

A followup question is (well actually a BIG question):
assume 15min is BIP 0, 60m is BIP1, and a DataSeries X60m is created as

X60m = new DataSeries(SMA(Closes[1],50));

the OBU code is:

If (BIP==0)
{
// Do 15m logic
if (X60m[0] < 0.5)
Print(CurrentBar + " X60m < 0.5");
}
else if (BIP ==1)
{
var x = GetAvgRatio(..); // x is guaranteed to be <=1
X60m.Set(x);
}

If this is run on HSI, currently at 24900, the Print of 15m code will NEVER happen, since it's accessing the 'SMA 50' part of the X60m, which is just a dummy placeholder...

Short of adding another 15m to the chart and moving the BIP0 part of the code to BIP2, is there any other way to tell Ninjatrader to execute (certain part of) 15m logic AFTER BIP1 is run, on the same bar.

No, I don't want to always use [1] to avoid this problem, and I need to make 15m as primary, and I know a 2-year chart of adding another 15m (even though it's the same as BIP0) would need quite a bit of resources..

[NinjaTrader_CalH]

balancenv,

Are you checking that you enough data on the two data series before processing your if statements? -

if(CurrentBars[0] < 1 || CurrentBars[1] < 1) return;

This would need to be placed at the beginning of your OnBarUpdate().

Have you tried printing out the values of the x60m and see what it returns? Is it indeed the SMA() values?

[balancenv]

Thanks for the reply.
1. All OBU codes for all TFs are guarded by
if (CurrentBar < 40) return;

2. Yes, every access to X60m[0] by the 1st 15m OBU code is its SMA. This is logical since
the 15m code is always executed before the 'setting correct value of X60m[0]' part of the 60m code.

I am temporarily solving this by adding another 15m AFTER the 60m and put the accessing X60m[0] logic in its OBU code.

Again, my question is, is there a better way to solve this?

[NinjaTrader_PatrickH]

Hello balancenv,

Thank you for your response.

Unfortunately, there is no method or function to force the primary series to wait for the secondary series to update before the primary series updates.

[balancenv]

Thanks for the update.
It would be nice to allow users to configure the 'execution sequence' of each instrument added to the chart, independent of the sequence they're added.

Please consider this as a new feature request.

[NinjaTrader_PatrickH]

Hello balancenv,

Thank you for your response.

I have forwarded your request to our development team, however at this time there are no plans for future implementation of this feature.