indicator with two data series inputs

[Stephan123]

Hallo,

I would like to script an indicator that does calculations with two
data series inputs, such as divergence checking or correlation coefficient calculation. The standard procedure would be to add a second specified dataseries
within the indicator script. However, I would like to keep the indicator general
and would like to apply the indicator to the two dataseries which I want to specify
individually when I add it to a chart or a strategy.
How can this be accomplished?

[NinjaTrader_Austin]

Stephan, have you tried specifying the secondary instrument in the instrument's settings as a string? The pairs indicators in the file-sharing section demonstrate this concept.

[koganam]

Hallo,

I would like to script an indicator that does calculations with two
data series inputs, such as divergence checking or correlation coefficient calculation. The standard procedure would be to add a second specified dataseries
within the indicator script. However, I would like to keep the indicator general
and would like to apply the indicator to the two dataseries which I want to specify
individually when I add it to a chart or a strategy.
How can this be accomplished?

You specify the two instruments as strings in the input dialog, add two Bars objects, one for each instrument, then code to ignore updates from the primary Bars object.

if (BarsInProgress == 0) return;

will ignore any updates from the instrument on the chart, so your calculations will only apply to the other instruments that you have added.

[Stephan123]

Secondary instrument for indicators

Stephan, have you tried specifying the secondary instrument in the instrument's settings as a string? The pairs indicators in the file-sharing section demonstrate this concept.

I was already thinking about that, but of course there is the possibility to
do false inputs causing the script to faile. I'd rather prefer to create a second
input series field to choose the 2nd dataseries in a save and comfortable way
via mouse clicks instead of typing a string. Is there a way to do that and to create
a 2nd dataseries input field within the indicator dialog box?

[Stephan123]

You specify the two instruments as strings in the input dialog, add two Bars objects, one for each instrument, then code to ignore updates from the primary Bars object.

if (BarsInProgress == 0) return;

will ignore any updates from the instrument on the chart, so your calculations will only apply to the other instruments that you have added.

What's the reason behind ignoring updates from the primary dataseries?
Does it only play a role if updateonbarclose=false?
Does it have to do with data synchronisation-in that case-would I have to worry about sync. between dataseries 2 and dataseries 3 as well?

[NinjaTrader_Bertrand]

I was already thinking about that, but of course there is the possibility to
do false inputs causing the script to faile. I'd rather prefer to create a second
input series field to choose the 2nd dataseries in a save and comfortable way
via mouse clicks instead of typing a string. Is there a way to do that and to create
a 2nd dataseries input field within the indicator dialog box?

This would unfortunately not be supported Stephan, the way to go would be using a string user input here as demonstrated in the scripts floating around in the sharing Austin cited in a prior post.

[koganam]

What's the reason behind ignoring updates from the primary dataseries?
Does it only play a role if updateonbarclose=false?
Does it have to do with data synchronisation-in that case-would I have to worry about sync. between dataseries 2 and dataseries 3 as well?

In your initial question, this is what you stated:

... However, I would like to keep the indicator general
and would like to apply the indicator to the two dataseries which I want to specify
individually when I add it to a chart or a strategy.

The primary Bar object is always the symbol on the chart. That is the way to ignore the symbol on the chart, so that your two input symbol Bar objects are the only ones driving the indicator.

[koganam]

I was already thinking about that, but of course there is the possibility to
do false inputs causing the script to faile. I'd rather prefer to create a second
input series field to choose the 2nd dataseries in a save and comfortable way
via mouse clicks instead of typing a string. Is there a way to do that and to create
a 2nd dataseries input field within the indicator dialog box?

To do that you would have to use an enum, limiting you to only the symbols in the enum structure. You would key of the enum selection to generate the correct text to input into your Add() statement.