Real-time indicators and strategy

[stevent]

Hi,

I have a strategy that uses a real-time indicator that I wrote myself.

During Initialize it, I added it to my chart using:

Add(RTIndicator(100));

Later on, in my strategy code, in OnMarketData, I refer to the indicator as

indicator = RTIndicator(100);
newEntry = indicator.x[0];

where x is a series that I calculate in the indicator.

Is this correct? Will calling RTIndicator(100) use the data that I have been accumulating while my strategy has been running? Or will it create an entirely new indicator and start accumulating new data from that point?

Ever since this Tuesday, I've been having trouble with my NT strategies not working and I'm trying to figure out why. I have an indicator that calculates daily values that I use on my real-time strategy, however, since this week, I'm finding that for whatever reason, the indicator is returning the previous day's values, so I'm trying to narrow down the reason why. So I'm thinking of changing my indicator to being real-time but I'm worried that it won't accumulate the proper data.

Thanks,

Steve

[NinjaTrader_RyanM1]

Hi Steve,

You're creating a new instance of your indicator. It will run the calculations again on the most recent 100 bars of historical data. Most of the time indicators are designed to work similarly on real time or historical data, but if yours does not then there can be differences.

What version of NinjaTrader are you using? You can check with Help > About.

[stevent]

Hi Steve,

You're creating a new instance of your indicator. It will run the calculations again on the most recent 100 bars of historical data. Most of the time indicators are designed to work similarly on real time or historical data, but if yours does not then there can be differences.

What version of NinjaTrader are you using? You can check with Help > About.

Thanks Ryan. I'm using the latest version of NT, and I upgraded this week. I have no 3rd party indicators, so the install should have been straightforward.

I'm not sure I follow. My indicator works off ticks, so are you saying that NT will store the last 100 bars of ticks for me?

If this is creating a new instance of the indicator, how do I access the values from that indicator that I added when I initialized the strategy? Those are the values that I need.

thanks,

Steve

[NinjaTrader_RyanM1]

You're likely running into a bug discovered in R6, that can affect indicator calculations on daily charts. I suggest using instead R5 for now until this issue is fixed in our next version.

http://www.ninjatrader.com/download-registration.php

[stevent]

You're likely running into a bug discovered in R6, that can affect indicator calculations on daily charts. I suggest using instead R5 for now until this issue is fixed in our next version.

http://www.ninjatrader.com/download-registration.php

Hi Ryan,

No, this didn't help me, I still suffer from the same problem.

Would you know the answer to my question, with respect to how do I access the data that has been accumulating in my real-time indicator? What do I need to do in order to get that data? For some reason, my strategy no longer works, so I need to figure out how to get it working, this is now the 4th day I haven't been able to trade my strategy because of this, but I only just figured out today that the strategy has the problem after a year of working fine.

thanks,

Steve

[NinjaTrader_RyanM1]

It really depends what you're coding and how you're storing / accessing values. Mind sharing a code sample so we can see what type of problem you're having? Let us know what you're expecting to see with this code snippet compared to what you're actually seeing.

[stevent]

Hi Ryan,

How do I submit my code? I would rather not post it on the forum.

I have determined that the code worked fine in 7.0.2, but as of 7.0.5 it no longer works.

thanks,

Steve

[NinjaTrader_RyanM1]

You can send to support 'at' ninjatrader 'dot' com. Attn RyanM. Please submit as simple a script as possible, and provide steps to where we can see it break down from expected behavior.

[NinjaTrader_RyanM1]

Updating here - The issue was caused by missing OnBarUpdate() event handler. This handler is required for all strategy and indicator scripts, even if you do nothing in it.