CalculateOnBarClose behavior with nested indicators

[zoltran]

"CalculateOnBarClose" property on a strategy will over-ride any settings on indicators the strategy calls.

But what about when an indicator calls another indicator. ?
For example ... blah = myJunkInd(123,456);

What I've found is that the "called indicator" will return null IF "CalculateOnBarClose=true; is coded on the called indicator. Even if the "Calling indicator" has CalculteOnBarClose = false. Ie, it does not over-ride.
Which makes for some pretty weird results !

The test cases I did on the 'called indicator' were ...
1 - CalculateOnBarClose not coded = Works as expected
2 - CalculateOnBarClose =false coded = Works as expected
3 - CalculateOnBarClose =true coded = Errors .. and did not 'inherit' the setting from it's caller.

(in all cases the 'calling indicator' was set to barclose=false)
This may be a NT bug.. If not, then it should be noted someplace in the help

I've attached a simple pair of indicators to show the problem.

"junk' is the primary indicator that would be added to a chart. "junk2" is the inner/called one. All it does is just return Input[0]

Junk has CalculateOnBarClose =false
Junk2 has CalculateOnBarClose =true

If you apply 'junk' to a chart, you'll see the last value is mangled.

[NinjaTrader_Dierk]

The problem it, that you hard coded the CalculateOnBarClose=true in the Initialize method of junk2. This takes precedence. Just remove it.

Note: This is consistent regardless if a strategy or an indicator hosts junk2 (I just tested).

[zoltran]

Thanks Dierk
That's what I thought ..

The problem is that I didn't code that line .. the wizard did.
The Indicator Wizard always inserts CalculateOnBarClose = xxx statement.
It defaults CalculateOnBarClose = true

I suspect most user created indicators would have the problem I ran into.

[NinjaTrader_Dierk]

Thanks for making us aware of that. We'll take this issue into considerations and see what could be done.

[mav8rick]

I second that!

I agree with that comment. Took me 2 hours to figure out why my indicator ran into overflow (divide by zero) because I was nesting my indicators (in this case - it's a ZeroLagEMA I added from someone).

The issue is that it's not intuitive that the "parent" indicator CalculateOnBarClose=true does not "cascade" to the "child" indicator.

Thanks Dierk
That's what I thought ..

The problem is that I didn't code that line .. the wizard did.
The Indicator Wizard always inserts CalculateOnBarClose = xxx statement.
It defaults CalculateOnBarClose = true

I suspect most user created indicators would have the problem I ran into.