Help with DataSeries

[vast524]

I am having trouble with getting the following to work. The major problem is the:
// ighest value:
double _highestcumprofit = MAX(mycumprofit, Bars.BarsSinceSession - 1)[0];
It locks up Ninja.
I have the following:
#variables
private DataSeries mycumprofit;

#init
mycumprofit = new DataSeries(this);

#onbarupdate

if (Bars.FirstBarOfSession)
mycumprofit = new DataSeries(this); // re-init each day

mycumprofit.Set(Performance.AllTrades.TradesPerformance.Currency.CumProfit);

// then to get the highest value:
double _highestcumprofit = MAX(mycumprofit, Bars.BarsSinceSession - 1)[0];

// and to find out how many bars ago that was
int _highestcumprofit_bar = HighestBar(mycumprofit, Bars.BarsSinceSession - 1);

// and to find out the time stamp of that bar
Print(Time[_highestcumprofit_bar] + ": this was the time I made " + _highestcumprofit.ToString());

[NinjaTrader_Bertrand]

vast524, do you see any errors in the log tab when it 'locks' up? I'm not sure why you reinit the dataseries each day, just set a value of 0 if a new session starts...

[vast524]

Just runs out of system memory.
It seems to have an issue with the MAX line.
How do I set it to 0 rather than reinit at the start of the session? In the variables section?

[NinjaTrader_Bertrand]

You can just set to a value of 0 at the session begin -

 
if (Bars.FirstBarOfSession)
mySeries.Set(0);

[vast524]

Unfortunately it is still hanging.
I can't can't check the log as Ninja is frozen.
Is the script I am using the correct way of gaining the MAX value of the session?
It seems to be this part of the script that is causing the trouble.
I blank out this and the script loads.

[NinjaTrader_JoshP]

I would not recommend doing it that way. You should instead just keep track of the highest profit the same time your strategy is trading. After it finishes a new trade, store cum profit to a variable. Check new cum profits versus previous cum profits. If it is higher then store the new value.

[vast524]

So Josh, are you saying not to use a DataSeries then?

[NinjaTrader_JoshP]

Right. No need to allocate full resources for a DataSeries when you are really only after one value.

[vast524]

How do I store this curent value.
I guess I will need a variable like
private double MaxCumProfit = 0;
Then have in barupdate
double MaxCumProfit = (double) Math.Round(cumProfit + curPosition) ;

[vast524]

What is the advantage or disadvantage of doing the following with the double:
double cumProfit = (double) Math.Round(Performance.RealtimeTrades.TradesPerfor mance.Currency.CumProfit);

I had copied it from another piece of code. Is it because it is placed in the OnBarUpdate section?

[NinjaTrader_Bertrand]

Using doubles for this would generally reduce resources.

[vast524]

Thanks for the help. Unfortunately I am still very green to C# scripting. Can you point me in the right direction for help regarding the method Josh suggested?

"You should instead just keep track of the highest profit the same time your strategy is trading. After it finishes a new trade, store cum profit to a variable. Check new cum profits versus previous cum profits. If it is higher then store the new value."

[NinjaTrader_Bertrand]

vast524, this is just a generic programming concept - you save the current daily profit of the strategy to a double variable. Then as the strategy progresses throughout the day you check if the current Daily Profit is higher than your variable started at session start. If it is, just save the new (higher) value to the variable, if not you continue using the 'old' one as the high profit of the day.