SMA of custom DataSeries

[GKonheiser]

I have created a DataSeries from Daily Pivots and want to plot an average of the dataseries but am getting the below errors below,

Indicator\MyCustomIndicator.cs The best overloaded method match for 'NinjaTrader.Data.DataSeries.Set(double)' has some invalid arguments

Indicator\MyCustomIndicator.cs Argument '1': cannot convert from 'NinjaTrader.Indicator.SMA' to 'double'

I have attached the code.

[NinjaTrader_Bertrand]

GKonheiser, any value you wish to plot would be a double.

PPAvg.Set(SMA(ppDS, 7));

In this call here try to set a series to be a plot, as the SMA per default would return the series and not a double value where you point to an index of the series to access.

[GKonheiser]

Ah, but when I try,

PPAvg.Set(SMA(ppDS[0], 7));

I also get errors, or am I misunderstanding you?

[NinjaTrader_Bertrand]

Yes, you are. You would need to get a double value of your SMA, not the ppDS series. As the SMA internally expects to get a series passed, so your ppDS.

PPAvg.Set(SMA(ppDS, 7)[0]);

[GKonheiser]

OK got that, that great thanks.

When I use,

if(ppDS == null) // Only to sync the ppDS DataSeries to Day Bars
{
ppDS = new DataSeries(SMA(BarsArray[2], 2));
}

to link the ppDS DataSeries with day bars, does it specifically link to the Symbol and expiry of the chart, ie FGBL 06-13?

As when I load my indicator I have no values untill the 06-13 expiry become front month?

[NinjaTrader_Bertrand]

It would not link to a specific expiry, however the bars required would apply to all your series. So with a default of 20, would mean 20 days will pass before OnBarUpdates are processed.

[GKonheiser]

I have bars required set to 2 and am getting a strange result on the indicator, see attached chart

[NinjaTrader_Bertrand]

What merge policy used when you access this current non front month of the Bunds?

[GKonheiser]

Merge non-back adjusted

[NinjaTrader_Bertrand]

If you merge it with the NT default rolldates, please use the FGBL 12-13 currently as frontmonth. Would that improve the outcome seen? If not I would suggest debugging all values that contribute to arriving at your final values for display.

[GKonheiser]

I fixed the that problem. Removed min bars and seems to be OK now apart form at the beginning of the chart where the indicator is starting at 0, see attached. I tried to remedy this by setting barsRequired to the indicator period but didn't help??

[NinjaTrader_Bertrand]

GKonheiser, I would just call .Reset method on your plot series to not set a value then for those bars until you have enough to properly calculate.

[GKonheiser]

Found the problem, I forgot to account for bars required for the underlying Data Series. Added additional check. : )

Thanks very much for your help today.