Custom Data Series question

[alabell]

Variables

for (int i=iLow;i<=iHigh;i++)

where int ilow is 0 index tick bar and iHigh is 10 index tick bar
--------------------------------------------------
Initialize

spread = new DataSeries(this);	

--------------------------------------------------

OnBarUpdate

(again, these all using tick bars)

for (int i=iLow;i<=iHigh;i++)	

spread.Set(GetCurrentAsk(i) - GetCurrentBid(i));
maSpread = SMA(spread, 20)[0];
Print("maSpread is   " + maSpread + "  " + Instruments[i].FullName);

________________________________________________________________________

Question: My security names are updating according to int i; however the maSpread value seems to always be that of the zero bar....

Any thoughts?

Kind Regards

Andrew

[NinjaTrader_JC]

Hello Andrew,

Is this a Multi-Instrument NinjaScript?

Happy to be of further assistance.

[alabell]

Yes, int i contains an array of 10 securities, all tick bars.

There are also some bars assigned to track minute and day functions but they do not apply here.

[alabell]

perhaps this will make more sense:

the initialize section also contains the following...



//Add("MSFT", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 0 "MSFT""
Add("ACE", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 1 "ACE""
Add("ACN", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 2 "ACN""
Add("ADSK", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 3 "ADSK""
Add("AKAM", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 4 "AKAM""
Add("ALGN", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 5 "ALGN""
Add("ALXN", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 6 "ALXN""
Add("ANR", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 7 "ANR""
Add("AOL", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 8 "AOL""
Add("APOL", PeriodType.Tick, 1); // Add a 1 Tick Bars object - BarsInProgres index = 9 "APOL""

[alabell]

Hello Andrew,

Is this a Multi-Instrument NinjaScript?

Happy to be of further assistance.

Hello, was that the assistance, we're going on three hours now?

I think I am probably missing an "i" or [i] somewhere....?

[NinjaTrader_JC]

Hello alabell,

Thanks for the information.

I believe two things are happening that may be the issue. First, the following statement: "spread.Set(GetCurrentAsk(i) - GetCurrentBid(i));" will override the value for spread each time.

The second, using Tick based OnBarUpdate will be called only when a "Last" price is sent. Using lower volume stocks than MSFT you may see many BarInProgress 0 before you see another one.

Click here to see how bar data is reference.

Happy to be of further assistance.

[alabell]

so how might i ensure that my data is not overwritten every time?

[alabell]

Would it work to eliminate the data series and simply use my array of tick bars to calculate

SMA((getCurrentBid(i) - getCurrentAsk(i)),20)[0];

and then use the result as my value?

[NinjaTrader_JC]

Hello alabell,

You may want to create multiple data series for each instrument so when you are using your for loop it will be writing on a different data series.

http://www.ninjatrader.com/support/h...ries_class.htm

Let us know if we can be of further assistance.