Property "Historical" not passed to referenced indicator

[poseidon_sthlm]

Hello!
My indicator doesn't pass to he property "Historical" to another referenced indicator in Market Replay, as is the case with the COBC property. The calling indicator has Historical = false, while the called indicator has Historical = true in Market Replay. Any idea how this can be?

// Best Regards
Poseidon_Sthlm

[NinjaTrader_Bertrand]

Poseidon_Sthlm, please try removing the statement in the called indicator completely and then only set this from the 'caller'.

[poseidon_sthlm]

I actually don't set the property Historical in any indicator. I just make a check "if ( Historical)"

But I belive that I have now located the issue. It occurs when the calling indicator uses the IDataSeries overload with another indicator when calling the referenced indicator in real time. My custom indicators, the caller and as well as the callee, are only recalculated on FirstTickOfBar for reasons of CPU optimization. This issue where the property Historical returns true for the called indicator in real time, doesn't occur if one pass an IDataSeries of High, Low or Close to the callee. It only occurs when passing and IDataSeries of another indicator to the callee.

I have attached the indicators (with print statments) of this simplified example below, so you easily can reproduce this issue if you wish.

This Code (IDataSeries overload = indicator)...

  
    public class TestReferencingSMACOBC : Indicator
    {
      private SMACOBC mySMACOBC;            //Declare indicator    
        
        protected override void OnStartUp()
        {    
            mySMACOBC = SMACOBC([U]Range().Value[/U], period); // Instanciate indicator
        }

}
...generates this print output in Market Replay:

TestReferencingSMACOBC (Caller)
************************************************************************
2011-04-11 06:10:00
CurrentBar: 1
CalculateOnBarClose: False
Historical: False
x: 1
************************************************************************

SMACOBC (Callee)
************************************************************************
1800-01-01 00:00:00
CurrentBar: 0
CalculateOnBarClose: False
Historical: [B][COLOR=Red]True[/COLOR][/B]
x: 0
************************************************************************

This Code...(IDataSeries overload = High)

  
    public class TestReferencingSMACOBC : Indicator
    {
      private SMACOBC mySMACOBC;            //Declare indicator    
        
        protected override void OnStartUp()
        {    
            mySMACOBC = SMACOBC([U]High[/U], period); // Instanciate indicator
        }

}
...generates this print output in Market Replay:

TestReferencingSMACOBC (Caller)
************************************************************************
2011-04-11 06:10:00
CurrentBar: 1
CalculateOnBarClose: False
Historical: False
x: 1
************************************************************************

SMACOBC (Callee)
************************************************************************
2011-04-11 06:10:00
CurrentBar: 1
CalculateOnBarClose: False
Historical: [B][COLOR=Red]False[/COLOR][/B]
x: 1
************************************************************************

Best Regards
Poseidon_Sthlm

[NinjaTrader_Bertrand]

poseidon_sthlm, thanks the attachment and run down of the issue, we'll look to reproduce shortly here.

[NinjaTrader_Bertrand]

Can you try the below as indicator instantiation and then let me know if you still see the discrepancy?

mySMACOBC = SMACOBC(Range(), period); // Instanciate indicator

[poseidon_sthlm]

Thanks for the prompt reply.

I did notice that the instantiation with Range() instead of Range().Values[0] or Range().Value don't produce the issue with the Historical property. But the provided indicators were only a very simplified example. I would prefer to be able to reference a DataSeries output (that's not a plot and thus not a member of the Values collection) to avoid infite DataSeries. And if I expose more than one single DataSeries from an indicator, I will only be able to pass the first DataSeries to the callee. Therefore the alternative instantiation doesn't feel as an attractive solution. Any other idea how to work around this?

How can it be that the different instantiations that refer to the exact same dataseries produce different results in this scenario?

(I have attached an revised version of my indicators if you would like to do some more tests. I have modified the properties of the output Value of the SMACOBC varaible to prevent possible update issues.)

[NinjaTrader_Bertrand]

Thanks for the confirmation and continued testing poseidon_sthlm - I will check with our developers here as to why this might be the case.

[poseidon_sthlm]

Thanks. I look forward to hear what your development department has to say.

Best Regards
poseidon_sthlm

[NinjaTrader_Bertrand]

Just wanted to update you here that this has not slipped our attention Poseidon_Sthlm, as a team member is attending a trading conference it might take a bit longer than usual for the investigation to be continued.

Thanks for the patience,

[poseidon_sthlm]

Thanks for the update.

[poseidon_sthlm]

Any news on this subject?

// Regards,
poseidon_sthlm

[NinjaTrader_Bertrand]

Unfortunately not poseidon_sthlm, I have asked for an update - thanks for the patience.

[NinjaTrader_Bertrand]

poseidon_sthlm, thanks again for the patience here - development looked into and this is unfortunately a current limitation, please stick to the working version using non .Values here for now.