series of indicator of indicator changing update policy

[darckeen]

Hey NT crew,

I've got a multi-granularity strategy that uses a indicator of another indicator in the second granularity.

It appears that adding the indicator as an IDataSeries is causing the update policy to change for all the indicators in the strategy.

Is there anyway you know of to avoid this and keep the indicator as an IDataSeries?

 
namespace NinjaTrader.Strategy
{
public class UpdateIssue : Strategy
{
private IDataSeries indicator;
 
protected override void Initialize()
{
Add(BarsPeriod.Id,5);
CalculateOnBarClose = true;
}
 
protected override void OnStartUp() 
{ 
ClearOutputWindow();
// indicator = SMA(Closes[1],8);
indicator = SMA(BarChange(Closes[1]),8);
}
protected override void OnBarUpdate()
{
if (BarsInProgress != 0) return;
 
DateTime barTime = Times[BarsInProgress][0];
string time = string.Format("{0:g}\t{1:0.00}",barTime,Closes[1][0]);
string test1 = string.Format("\t{0:0.00}",BarChange(Closes[1])[0]);
string test2 = string.Format("\t{0:0.00}",SMA(BarChange(Closes[1]),8)[0]);
string test3 = string.Format("\t{0:0.00}",indicator[0]);
Print(time + test1 + test2 + test3);
}
}
}

gives this output:

 
2/10/2011 3:52 PM 132.41 0.16 0.07 0.07
2/10/2011 3:53 PM 132.41 0.16 0.08 0.08
2/10/2011 3:54 PM 132.41 0.16 0.10 0.10
2/10/2011 3:55 PM 131.99 -0.43 0.05 0.05
2/10/2011 3:56 PM 131.99 -0.43 -0.01 -0.01
2/10/2011 3:57 PM 131.99 -0.43 -0.06 -0.06
2/10/2011 3:58 PM 131.99 -0.43 -0.13 -0.13
2/10/2011 3:59 PM 131.99 -0.43 -0.21 -0.21

when you change the OnStartUp to

 
indicator = SMA(Closes[1],8);
// indicator = SMA(BarChange(Closes[1]),8);

the results are as expected:

 
2/10/2011 3:52 PM 132.41 0.16 0.05 132.19
2/10/2011 3:53 PM 132.41 0.16 0.05 132.19
2/10/2011 3:54 PM 132.41 0.16 0.05 132.19
2/10/2011 3:55 PM 131.99 -0.43 -0.01 132.18
2/10/2011 3:56 PM 131.99 -0.43 -0.01 132.18
2/10/2011 3:57 PM 131.99 -0.43 -0.01 132.18
2/10/2011 3:58 PM 131.99 -0.43 -0.01 132.18
2/10/2011 3:59 PM 131.99 -0.43 -0.01 132.18

[NinjaTrader_RyanM1]

Hello darckeen,

For custom data series, you can follow according to this post:

http://www.ninjatrader.com/support/forum/showthread.php?t=7299

To create an indicator instance:
private SMA mySMA; //variables region
mySMA = SMA(BarChange(Closes[1]),8); //OnStartup()

I'm not sure what private IDataSeries indicator; is doing but it's not typically used like this.

[darckeen]

I'm finding that using SMA rather then IDataSeries as the class causes the same unexpected behavior.

[NinjaTrader_RyanM1]

Hi darckeen,

Can you please provide a code snippet that's not working the way you expect. Also, include a description of what you expect it to do and what you're seeing happen instead.

From your original post, can you clarify "update policy"?