Defining and plotting custom indicator as a DataSeries

[kbellare]

Within my strategy code, how do i define and plot a custom indicator as a DataSeries?

The indicator i need is "ATR expressed in # of Ticks", and I tried the following code but it doesn't compile.
- Appreciate if you could provide any sample code ..
- Also, how do i specify a command to plot a DataSeries on the chart?

//// Code
protected override void Initialize()
{
atrInTicks = new DataSeries(this);
atrInTicks = ATR(14) / TickSize();
Add(atrInTicks);

CalculateOnBarClose = true;
}

[NinjaTrader_ZacharyG]

Hello kbellare,

Thank you for your inquiry.

You would need to first create this custom indicator before adding it to a strategy.

Here's a simple example of an indicator that will do this for you:

#region Variables
private int period = 1;
#endregion

protected override void Initialize()
{
     Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "ATRTicks"));
     Overlay = false;
}

protected override void OnBarUpdate()
{
     ATRTicks.Set(ATR(period)[0] / TickSize);
}

#region Properties
[Browsable(false)]
[XmlIgnore()]
public DataSeries ATRTicks
{
     get { return Values[0]; }
}

[Description("")]
[GridCategory("Parameters")]
public int Period
{
     get { return period; }
     set { period = Math.Max(1, value); }
}
#endregion

Now, in your strategy, you'll want to add the indicator under Initialize() to plot the indicator while the strategy is running:

public override void Initialize()
{
     Add(indicatorName(int period));
}

Please, let us know if we may be of further assistance.