Indicator for my own DataSeries

[Arnon_B]

Hi, I would like to create my own IDataSeries, in my strategy:
For example, a series of consecutive numbers like this, in OnBarUpdate():

for(int i = 0; i <= 20; i++)
ds.Set(i,i);

in Initialize(): ds = new DataSeries(this);
(where ds was defined as: private DataSeries ds)

Now, when I try to do
double f = EMA(ds, 3)[0];
the results of 'f' seems not to hold the right EMA for those last 3 numbers.
So how can I do such a thing, or what is wrong...
Thanks in advance.
Arnon.

[NinjaTrader_Bertrand]

Arnon, what contents would you get printed then for your series? Looks like you only set the current bar then to 0 - which I would expect to be seen for printing DS[0] (DS[1] being 1 and so on).

[Arnon_B]

Hi Bertrand,
this is my code in OnBarUpdate:
for(int i = 0; i <= 20; i++)
ds.Set(i,i); // Create my series
double f = EMA(ds, 3)[0]; // Takes ema for last bar
for(int i = 20; i >= 0; i--)
Print(ds[i] + ", "); // Printing series backwards
Print("f = " + f);

And at the output window I get (for example at the last time
20,
19,
18,
17,
16,
15,
14,
13,
12,
11,
10,
9,
8,
7,
6,
5,
4,
3,
2,
1,
0,
f = 0

But f (EMA) = 0 is not seems to be right.
Thanks.

[NinjaTrader_CalH]

Arnon_B,

This is because the EMA will use a previous value for its calculations, and since the most recent occurrence in the data series is 0, this will always return 0.

[koganam]

Hi Bertrand,
this is my code in OnBarUpdate:
for(int i = 0; i <= 20; i++)
ds.Set(i,i); // Create my series
double f = EMA(ds, 3)[0]; // Takes ema for last bar
for(int i = 20; i >= 0; i--)
Print(ds[i] + ", "); // Printing series backwards
Print("f = " + f);

And at the output window I get (for example at the last time
20,
19,
18,
17,
16,
15,
14,
13,
12,
11,
10,
9,
8,
7,
6,
5,
4,
3,
2,
1,
0,
f = 0

But f (EMA) = 0 is not seems to be right.
Thanks.

That is a result of NT trying to be efficient by caching the the value returned by the class and reusing it. It is generally not a good idea to be changing values of a DataSeries in the past (Plots are a slightly different kettle of fish).

If you insist on doing what you are trying to do, you will have to dispose of the old cached class and force a new copy to be loaded.

for(int i = 0; i <= 20; i++)
ds.Set(i,i); // Create my series
[B][COLOR=Blue]EMA(ds, 3).Dispose();[/COLOR][/B]
double f = EMA(ds, 3)[0]; // Takes ema for last bar
Print("CurrentBar: " + CurrentBar);
for(int i = 20; i >= 0; i--)
Print(ds[i] + ", "); // Printing series backwards
Print("f = " + f);