Values returned from inicator, not what expected

[Sleeping Troll]

I am at the end of a very lengthy project and am stumped by this little problem.

Because it is a very lengthy project I will provide snippets with explanations.

The first snippet is where I assign fib values based on the Day Open - High and Open - Low, there are also Year, Month and Week HLO's in the same array as the Day values, so Day is referenced as [3] alias [CanNumber].

This Snippet is from Indicator "Begy_Hunniewell_Ladders".

                     H90Price[CanNumber] = ((Canhigh[CanNumber]-Canopen[CanNumber]) *  .90)+Canopen[CanNumber];
                    H78Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .78)+Canopen[CanNumber];
                     H62Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .618)+Canopen[CanNumber];
                     H50Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .50)+Canopen[CanNumber];
                     H38Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .382)+Canopen[CanNumber];
                     H22Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .22)+Canopen[CanNumber];
                     H10Price[CanNumber] =  ((Canhigh[CanNumber]-Canopen[CanNumber]) * .10)+Canopen[CanNumber];
                     L10Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .10)+Canlow[CanNumber];
                     L22Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .22)+Canlow[CanNumber];
                     L38Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .382)+Canlow[CanNumber];
                     L50Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .50)+Canlow[CanNumber];
                     L62Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .618)+Canlow[CanNumber];
                     L78Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .78)+Canlow[CanNumber];
                     L90Price[CanNumber] =  ((Canopen[CanNumber]-Canlow[CanNumber]) * .90)+Canlow[CanNumber];

The second snippet is where I access those values from my Strategy "BegyHunniewellLadders"

                                     if (Input[0] > Begy_Hunniewell_Ladders().H90Price[3] + TickSize)
                                     {
                                         if (StopLong < Begy_Hunniewell_Ladders().H90Price[3] - (2 *  TickSize))StopLong = Begy_Hunniewell_Ladders().H90Price[3] - (2 *  TickSize);
                                         Print(Begy_Hunniewell_Ladders().H90Price[3] - (2 * TickSize));
                                         Print("Stop Long = " + StopLong);
                                     }
                                     if (Input[0] > Begy_Hunniewell_Ladders().H78Price[3] + TickSize)
                                     {
                                         if (StopLong < Begy_Hunniewell_Ladders().H90Price[3] - (2 *  TickSize))StopLong = Begy_Hunniewell_Ladders().H78Price[3] - (2 *  TickSize);
                                        Print("Stop Long =  " + StopLong);
                                    }
                                     if (Input[0] >  Begy_Hunniewell_Ladders().H62Price[3] + TickSize)
                                     {...

In the Indicator "Begy_Hunniewell_Ladders" I Plot these values with DrawString (snippet 3)

graphics.DrawString(String.Format("{0:0.00}",H90Price[CanNumber]),  GaugeFontSmallest, textBrushR, new RectangleF( Left[CanNumber],  CurrentTop - 5,(CanLeft[CanNumber] - Left[CanNumber]),10));

and I can visually confirm that the values are correct and in the 1150.00 range. However the debug print in my Strategy (from snippet 2) outputs .50

Print(Begy_Hunniewell_Ladders().H90Price[3] - (2 *  TickSize));

I do not think I am overwhelmed with code blindness at this point, however I just cannot fathom the problem! I really hope it is something silly and I hope you can help me out, getting by this one will produce beta 1.

[roonius]

This might sound silly, but...
In your Indicator "Begy_Hunniewell_Ladders" if you have a line in Initialize()
CalculateOnBarClose = true;

Remove that line and try again.

[Sleeping Troll]

Actually, that makes sense, Let me check that!
Nope it is false, good thinking though!

[roonius]

Actually, that makes sense, Let me check that!
Nope it is false, good thinking though!

even if it is false, try to completeley remove that line

[Sleeping Troll]

Still, "No joy". If it makes a diff the value returned is -0.5 which is 0 - 2 ticks, it would appear that H90Price is being returned as a zero value.

[roonius]

Still, "No joy". If it makes a diff the value returned is -0.5 which is 0 - 2 ticks, it would appear that H90Price is being returned as a zero value.

Well I don't know then... What type is H90Price? DataSeries? Some array?
How is it declared in properties section? Do you use any other custom indicators inside it?

[Sleeping Troll]

public double
I have discovered that removing the CalculateOnBarClose line causes a plot error in Begy_Hunniewell_Ladders, which of course would result in "0" values being returned. If that is the problem it looms very large...

[roonius]

public double

it cannot be just double since you have index [3].
Anyway in property getter you can try to call Update() method

public DataSeries HPrice90
{
get { Update(); return whatever_you_returning; }
}

I am running out of ideas here. Something else in your code could be causing this outside of snippets you have provided.

[Sleeping Troll]

Thx for the effort, will try later this am, going to fall out now :O

        public double[] H90Price = new double[20];
        public double[] H78Price = new double[20];
        public double[] H62Price = new double[20];
        public double[] H50Price = new double[20];
        public double[] H38Price = new double[20];
        public double[] H22Price = new double[20];
        public double[] H10Price = new double[20];
        public double[] L10Price = new double[20];
        public double[] L22Price = new double[20];
        public double[] L38Price = new double[20];
        public double[] L50Price = new double[20];
        public double[] L62Price = new double[20];
        public double[] L78Price = new double[20];
        public double[] L90Price = new double[20];

[Sleeping Troll]

I gave up on Begy_Hunniewell_Ladders and wrote this simple script to provide my fibs:

        #region Variables
        private int SubjBar;
        private DateTime TOI;
        private int barsAgo;
        public double OpenPrice;
        public double HighPrice;
        public double LowPrice;
        public double H90Price;
        public double H78Price;
        public double H62Price;
        public double H50Price;
        public double H38Price;
        public double H22Price;
        public double H10Price;
        public double L10Price;
        public double L22Price;
        public double L38Price;
        public double L50Price;
        public double L62Price;
        public double L78Price;
        public double L90Price;
        #endregion

 
        protected override void Initialize()
        {
            CalculateOnBarClose    = false;
            Overlay                = false;
            PriceTypeSupported    = false;
        }


        protected override void OnBarUpdate()
        {
                        if (CurrentBar < 0)return;
                        TOI = Time[0].AddDays(-1) ;
                        barsAgo=GetBar(new DateTime(TOI.Year,TOI.Month,TOI.Day,16,30,00));
                        SubjBar = HighestBar(High,barsAgo);
                        HighPrice = High[SubjBar];
                        SubjBar = LowestBar(Low,barsAgo);
                        LowPrice = Low[SubjBar];
                        OpenPrice = Open[barsAgo];
                        H90Price = ((HighPrice-OpenPrice) * .90)+OpenPrice;
                        H78Price = ((HighPrice-OpenPrice) * .78)+OpenPrice;
                        H62Price = ((HighPrice-OpenPrice) * .618)+OpenPrice;
                        H50Price = ((HighPrice-OpenPrice) * .50)+OpenPrice;
                        H38Price = ((HighPrice-OpenPrice) * .382)+OpenPrice;
                        H22Price = ((HighPrice-OpenPrice) * .22)+OpenPrice;
                        H10Price = ((HighPrice-OpenPrice) * .10)+OpenPrice;
                        L10Price = ((OpenPrice-LowPrice) * .10)+LowPrice;
                        L22Price = ((OpenPrice-LowPrice) * .22)+LowPrice;
                        L38Price = ((OpenPrice-LowPrice) * .382)+LowPrice;
                        L50Price = ((OpenPrice-LowPrice) * .50)+LowPrice;
                        L62Price = ((OpenPrice-LowPrice) * .618)+LowPrice;
                        L78Price = ((OpenPrice-LowPrice) * .78)+LowPrice;
                        L90Price = ((OpenPrice-LowPrice) * .90)+LowPrice;
        }
    }
}

Guess what?... Same problem! Somebody please help me to figure this out, I am at wits end!

[NinjaTrader_Bertrand]

I believe you access the wrong values, try printing those variables to check into if they return what you would expect -

TOI = Time[0].AddDays(-1) ;
                        barsAgo=GetBar(new DateTime(TOI.Year,TOI.Month,TOI.Day,16,30,00));
                        SubjBar = HighestBar(High,barsAgo);
                        HighPrice = High[SubjBar];
                        SubjBar = LowestBar(Low,barsAgo);
                        LowPrice = Low[SubjBar];
                        OpenPrice = Open[barsAgo];

I would also split up SubjBar into two, one for the highs and one for the lows, this might create an issues with the returned values in your script.

[Sleeping Troll]

Yeah, wish it were that simple, the values returned are "0", If you get the time refer to the rest of the post, thx.

[NinjaTrader_Bertrand]

If you like, contact me please at support at ninjatrader dot com Attn Bertrand and I will give your code a run here and see what I can spot.

[Sleeping Troll]

My code is 4 indicators and 1 strategy...
I have found where the culprit lies though, When I use the following block of code in any script, I can no longer retrieve values from that script!

            TOI = Time[0].AddDays(-1);
            barsAgo=GetBar(new DateTime(TOI.Year,TOI.Month,TOI.Day,16,30,00));
            SubjBar = HighestBar(High,barsAgo);
            HighPrice = High[SubjBar];
            SubjBar = LowestBar(Low,barsAgo);
            LowPrice = Low[SubjBar];
            OpenPrice = Open[barsAgo];
            H90.Set(((HighPrice-OpenPrice) * .90)+OpenPrice);
            H78.Set(((HighPrice-OpenPrice) * .78)+OpenPrice);
            H62.Set(((HighPrice-OpenPrice) * .618)+OpenPrice);
            H50.Set(((HighPrice-OpenPrice) * .50)+OpenPrice);
            H38.Set(((HighPrice-OpenPrice) * .382)+OpenPrice);
            H22.Set(((HighPrice-OpenPrice) * .22)+OpenPrice);
            H10.Set(((HighPrice-OpenPrice) * .10)+OpenPrice);
            L10.Set(((OpenPrice-LowPrice) * .10)+LowPrice);
            L22.Set(((OpenPrice-LowPrice) * .22)+LowPrice);
            L38.Set(((OpenPrice-LowPrice) * .382)+LowPrice);
            L50.Set(((OpenPrice-LowPrice) * .50)+LowPrice);
            L62.Set(((OpenPrice-LowPrice) * .618)+LowPrice);
            L78.Set(((OpenPrice-LowPrice) * .78)+LowPrice);
            L90.Set(((OpenPrice-LowPrice) * .90)+LowPrice);

???

[NinjaTrader_JoshP]

Sleeping Troll,

Which line exactly is the line in question? I suggest you try breaking it down further and isolating which step exactly is giving you issues.