multidimensional array - initialize and declare only once

[wolfgang239]

I need to use a multidimensional array to store certain values and calculations that are done ONLY ONCE at beginning, when the automated strategy is launched. The challenge is how to initialize and declare the array once without having to repeat it each iteration of the "protected override void OnBarUpdate()" loop. Currently, my strategy does it in every loop through. Since I have "CalculateOnBarClose = false;" that is a lot of extra horsepower wasted. Kindly advise what I should do. Thank you.

[NinjaTrader_PatrickH]

Hello wolfgang239,

Thank you for your post.

If you have something that only needs to be done once on start up you can use the OnStartUp() method: http://www.ninjatrader.com/support/h.../onstartup.htm

[wolfgang239]

Thank you Patrick, but that will not work because you cannot initialize and declare an Array in the OnStartUp() and have it accessible in the rest of the program. The error message is:

The name 'theArrayName' does not exist in the current context.

This error message will be displayed corresponding to a line in the body of loop
"OnBarUpdate()"

[westsider]

Have you considered using

if ( CurrentBar == 1 ) // do stuff

[wolfgang239]

I have tried:

if ( Bars.FirstBarOfSession )

Does not work

[wolfgang239]

The following snippet shows that you cannot initialize an Array in OnStartUp() and have it accessible in the main section of the program:

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

namespace NinjaTrader.Strategy
{
[Description("")]
public class TestArray2 : Strategy
{
#region Variables
#endregion

protected override void Initialize()
{ CalculateOnBarClose = true;
}

protected override void OnStartUp()
{ ClearOutputWindow();
int[] theArrayFour = new int[5] { 555, 666, 777, 888, 999 };
for (int i = 0; i < theArrayFour.Length; i++)
{
Print("theArrayFour(" + i + ") " + theArrayFour[i]); //WORKS FINE!
}
}

protected override void OnBarUpdate()
{
// the following produces error: The name 'theArrayFour' does not exist in the current context
// for (int i = 0; i < theArrayFour.Length; i++)
// {
// Print("Inside the OnBarUpdate() loop - theArrayFour(" + i + ") " + theArrayFour[i]);
// }
}
}
}

[Harry]

Wolfgang,

Please declare the new array in the variables section

#region variables
int[] myArray = new int[5];  // simple array
int[ , , , ] my multidimArray = new int [10, 10, 10, 10]; /four-dimensional array
#endregion

then initialize the array in OnStartup().

Alternatively you can also use lists and add values to the list in OnStartUp() or OnBarUpdate() as needed.

[wolfgang239]

Brilliant! Thank you Harry. Works great.
For anyone that may be having a similar problem, here is a simple snippet that shows Harry's solution. You can access the array in the main loop but it needs to be declared in the Variables region and initialized in the OnStartUp()

#region Using declarations
using System;
using System.ComponentModel;
using NinjaTrader.Cbi;
using NinjaTrader.Strategy;
#endregion

namespace NinjaTrader.Strategy
{
[Description("")]
public class TestArray4 : Strategy
{
#region Variables
int[,] myMultidimArray = new int [10,4]; //two-dimensional array
#endregion

protected override void Initialize()
{
CalculateOnBarClose = true;
}
protected override void OnStartUp()
{ ClearOutputWindow();
for (int i = 0; i < myMultidimArray.GetLength(0); i++)
{
myMultidimArray [i,0] = 100;
myMultidimArray [i,1] = 200;
myMultidimArray [i,2] = 300;
myMultidimArray [i,3] = 400;
Print("INITIALIZING index: " + i + "\t" + myMultidimArray[i,0] + "\t" + myMultidimArray[i,1] + "\t" + myMultidimArray[i,2] + "\t" + myMultidimArray[i,3]);
}
Print("finished INITIALIZING");
Print("");
for (int i = 0; i < myMultidimArray.GetLength(0); i++)
{
Print("in OnStartUp section index: " + i + "\t" + myMultidimArray[i,0] + "\t" + myMultidimArray[i,1] + "\t" + myMultidimArray[i,2] + "\t" + myMultidimArray[i,3]);
}
Print("finished OnStartUp section");
Print("");
}

protected override void OnBarUpdate()
{
for (int i = 0; i < myMultidimArray.GetLength(0); i++)
{
myMultidimArray[i,0]++;
myMultidimArray[i,1]++;
myMultidimArray[i,2]++;
myMultidimArray[i,3]++;
Print("in OnBarUpdate() loop: " + i + myMultidimArray[i,0] + "\t" + myMultidimArray[i,1] + "\t" + myMultidimArray[i,2] + "\t" + myMultidimArray[i,3]);
}
Print("");Print("");
}
}
}

[koganam]

The following snippet shows that you cannot initialize an Array in OnStartUp() and have it accessible in the main section of the program:

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion

namespace NinjaTrader.Strategy
{
[Description("")]
public class TestArray2 : Strategy
{
#region Variables
#endregion

protected override void Initialize()
{ CalculateOnBarClose = true;
}

protected override void OnStartUp()
{ ClearOutputWindow();
int[] theArrayFour = new int[5] { 555, 666, 777, 888, 999 };
for (int i = 0; i < theArrayFour.Length; i++)
{
Print("theArrayFour(" + i + ") " + theArrayFour[i]); //WORKS FINE!
}
}

protected override void OnBarUpdate()
{
// the following produces error: The name 'theArrayFour' does not exist in the current context
// for (int i = 0; i < theArrayFour.Length; i++)
// {
// Print("Inside the OnBarUpdate() loop - theArrayFour(" + i + ") " + theArrayFour[i]);
// }
}
}
}

Correct. That is a scope issue. Declare your Array with class scope.