Array of signals

[romulko]

Hello.
Help me please.
How can I create an array with signals (each signal has price and direction - buy or sell) and make orders by using them?

For example - after bar closed, I need to create two signals from high and low of this bar. And after that, when next ticks will rich any of these signal - I need to make an order.

The question is - how can I create this array with signals?
And should I loop through this array when each next tick will came to check if the price of current tick equals to any signal's prices in the array?

Thank you.

[NinjaTrader_Matthew]

Is there a value with every bar? Or is there going to be conditions which might span several bars?

If there is a value for each bar you need to access, you can see information related to creating your own data series:

http://www.ninjatrader.com/support/helpGuides/nt7/dataseries_class.htm

With this approach, you can just check the previous bar value and no need to loop through each member of the array.

If you only need to create a short array which contains only a few values, you'd want to use a List, which is more of a general C# concept than NinjaScript:

http://msdn.microsoft.com/en-us/library/6sh2ey19(v=vs.110).aspx

In the case of a list, you'd need to loop through it on each new bar to check if it satisfies your conditions.

[romulko]

Thanks for quick answer, Matthew.
Yes, there is condition that takes two bars.

I have big experience in Java and wonder, if there any possibilities to create my own class and import it into strategy?

For example, I would like to create a SignalDTO class, witch would have two properties
- double price;
- OrderAction action (buy or sell);

And after each bar close, I would calculate bar's values (high, close, open, close) and if a some condition is true - create a SignalDTO object, put it to the List (as you suggested previously), and loop through the List after each tick to check - if tick's price rich any signal's price (if rich - make an order).

Sorry for such long description.

[NinjaTrader_Matthew]

Yes, it's possible to create your own class and reference it from the strategy.

The most straightforward way to do this is to create a custom Indicator which calculates your conditions. You can then pass that value from the indicator to your strategy to reference

Here is an example of a indicator which uses a data series to store calculations:

http://www.ninjatrader.com/support/forum/showthread.php?t=7299

For example, if you wanted to access the values calculated by the SampleCustomDataSeries example, you could do so from your strategy by using:

double myCalc = SampleCustomDataSeries(10).AvgR[0];

Of course, that indicator would need to be imported first.

[koganam]

Thanks for quick answer, Matthew.
Yes, there is condition that takes two bars.

I have big experience in Java and wonder, if there any possibilities to create my own class and import it into strategy?

For example, I would like to create a SignalDTO class, witch would have two properties
- double price;
- OrderAction action (buy or sell);

And after each bar close, I would calculate bar's values (high, close, open, close) and if a some condition is true - create a SignalDTO object, put it to the List (as you suggested previously), and loop through the List after each tick to check - if tick's price rich any signal's price (if rich - make an order).

Sorry for such long description.

1. Create a struct to hold your paired values
2. Place the structs in an ArrayList or a generic List.