Bollinger value is not refreshed

[andorre]

Hi,

In the following script the last vaue of myDataSeries is refreshed within the for-loop. I can see by Print commands that this works. But the calculation of the Bollinger band value for the changed myDataSeries is not recalculated; it is always given the value for n=0.
What can I do to get a new calculation of Bollinger?

Thanks

==========================

protected override void OnBarUpdate()
{
if (Historical)
{
myDataSeries.Set(Close[0]);
Print(Close[0]);
return;
}
for (int n=0;n<200;n++)
{
ttt=Close[1]-n*TickSize;
myDataSeries.Set(ttt);
Print(n);
Print(myDataSeries[0]);
Print(Bollinger(myDataSeries,2,25).Lower[0]);
Print(Bollinger(2,25).Lower[0]); // just for comparison
....
}
}

[NinjaTrader_Bertrand]

andorre, so would the two Bollingers values you print then be the same? Do you see the same behavior with and without Historical being used?

[andorre]

This is an example with Historical:
===================
0
1544,9
1533,73397881237
1533,58824025343
1
1544,8
1533,73397881237
1533,58824025343
2
1544,7
1533,73397881237
1533,58824025343
...
109
1534
1533,73397881237
1533,58824025343
==========================
Hence, the Bollinger values are different, and they never change!

Without Historical I get:
=============================
**NT** Enabling NinjaScript strategy
You have reached the maximum threshold of the Output window. Some of your output messages have been surpressed.
162
1533,7
-1626,32065955684
1531,79271487837
=============================
Hence, I cannot see the beginning. The result is not ok.


My impression is that the new value for myDataSeries is not used in the calculation of the Bollinger band.

[NinjaTrader_Bertrand]

Thanks, I see what you're saying, would you mind attaching the script in full or sending to support at ninjatrader dot com so I could give it a run?

Thanks,

[andorre]

I have just mailed you the script.

[andorre]

From your mail I notice that you see the problem now as well.

But why does NT not change the myDataSeries value each time it is tried to change within the for loop?

[andorre]

You recommend that I should simplify my code: But I do have already the most simplified situation:

For n=0

myDataSeries[0] is set

and then

Bollinger(myDataSeries,2,25).Lower[0]

is calculated.

Then, for n=1 a new value for

myDataSeries[0] is set

so that a DIFFERENT value for

Bollinger(myDataSeries,2,25).Lower[0]

should be calculated. But instead NT delivers the same one!! This is obviously wrong.

[NinjaTrader_JoshP]

andorre,

You likely cannot do it this way. The myDataSeries is already held in memory and is not called anew just because you are looping like that.

[andorre]

Thanks, Josh

Could one solve the problem within the NT software?
What else could I do?

[NinjaTrader_Austin]

andorre, I will have either Josh or Bertrand get back to you on Monday.