DataSeries

[GKonheiser]

Would it be possible to to create a DataSeries for a multi time frame indicator that would hold say Closes[0] when the bar is closed but Closes[1] when the bar is front and not yet closed. The idea is that say I had 10 min bars as primary bars and 1 tick bars as secondary that when I referenced my data series I would get the closes of the 10min bars unless I was looking at MyDataSeries[0] which would return Closes[1][0] ?

[NinjaTrader_PatrickH]

Hello GKonheiser,

Thank you for your post.

So hold the Closes[0][0] or Closes[1][0] based on a condition? Like the following?

        #region Variables
        private DataSeries myDataSeries;
        #endregion
		
        protected override void Initialize()
        {
			Add("NQ 03-16", PeriodType.Minute, 1);
            myDataSeries = new DataSeries(this);
        }
		
        protected override void OnBarUpdate()
        {
            if (Closes[0][0] > Closes[1][0])
				myDataSeries[0] = Closes[0][0];
			else
				myDataSeries[0] = Closes[1][0];
        }

[GKonheiser]

Hi Patrick,

What I want to do it have a data series that contains the close of 10min bars unless its the first bar which should contain the close of 1 tick bar. the complication is that i need to align the data series with a 10 min series and then just update the data-series at index 0 when prices change on processing of BarsInProgress == 1 (tick bars). At the moment with logic similar to below I get stack overflow error and I can guess why.

More like this

 protected override void Initialize()
{
     if(Historical)
     {
     Add(PeriodType.Tick,1);

     hClose = new DataSeries(this);
     }

}

protected override void OnBarUpdate()
{
     if(Historical)
    {
          if(BarsInProgress == 0)
          {
                hClose.Set(1,Close[1]);
          }
				
          if(BarsInProgress == 1)
          {
               hClose.Set(Closes[1][0]);
          }
     }
}

[NinjaTrader_PatrickH]

Hello GKonheiser,

I am not sure if it is Set and calling the bars index, but I used the attached code without issue.