Indicator within a Strategy

[laocoon]

Hello

I developed a custom indicator and a custom strategy that, among other things, calls the indicator with the "Add" method. What's strange is that the indicator produces a certain output on a standalone basis, but a slightly different output when embedded in the strategy. Does anybody have an idea what could be the cause for the difference?

Thanks

[NinjaTrader_JoshP]

laocoon,

Please ensure your indicator does NOT have any CalculateOnBarClose line.

[laocoon]

Hi Josh

Thanks for your fast reply. I was thinking along the same lines, but the CalculateOnBarClose function is set to false.

Thanks

[NinjaTrader_JoshP]

You need to completely remove the line. There is a known bug which causes problems when this line i present for an embedded indicator.

[laocoon]

I just removed it but when I compile the indicator the calculate on bar close function automatically reappears in the Ninja Script Generated Code.

[NinjaTrader_JoshP]

Code inside the region that is marked "DO NOT CHANGE" should not be touched. You should simply not have any such line in Initialize() or OnBarUpdate().

[laocoon]

OK, I did exactly what you told me but unfortunately the problem is still there.

Thanks.

[NinjaTrader_JoshP]

You need to actually be running a new instance of your strategy for these changes to take effect.

Suggest you play with the very basic SMA indicator first to see how it works. Depending on how you program your indicator and what you are trying to access you may need to use Update() in your indicator to access the proper values.