Indicator on a DataSeries

[jriverac]

Hallo,

Here is my question: I have sync a dataSeries with a the closes of secondary timeframe.
dataSeries.Set(Closes[1][0]);

Then, I manually change its first value by writing
dataySeries[0]= 1000;

When I apply an indicator like EMA or MACD on this dataSeries, I get very strange results...

What am I missing here??

Thanks for the help!!

/Juan

[NinjaTrader_Ray]

To set a value:

DataSeries.Set(yourValue);

[jriverac]

Ok, I tried that also: Now I have

secondarySeries.Set(0,1000);

I just want to manually change the last value, the rest are kept the same. (I can see that in the output)

However, when I pass this dataseries into an indicator like EMA, it is not calculating right...

/Juan

[NinjaTrader_Ray]

Try:

secondarySeries.Set(1000);

[jriverac]

Ok, but still

My dataseries is changing with every minute bar (can see this in the output) but the EMA, or MACD or SMA I calculate with the dataseries stays the same....

What am I missing?

[NinjaTrader_Dierk]

Isn't that the issue you asked last week in a different thread?

http://www.ninjatrader-support.com/vb/showthread.php?t=7902&highlight=BarsRequired

Please see my replies on this thread and in particular the hint on BarsRequired.

[jriverac]

Yes, it is the same issue.

I do not think it a matter of the bars required.

My trouble is:

With every minute bar, my dataseries changes but only the dataseries[0]. The dataseries[1], [2] and so on stays the same, until a new 30minute bars comes along. That is what I wanted.

What i do not get is why the EMA of this dataseries is not changing every minute!!! It remains unchanged!!!!!

[NinjaTrader_Dierk]

Not sure I follow. The dataseries will change will the series it's created on. I suggest starting with single series strategy to understand the concept of dataseries.

[jriverac]

Ok, I see.

My dataseries is created on the close of 30min bars.
However, with every 1min bar, I manually assign the closing of the 1min bar to the last value of the dataseries. I look at the output and the "trick" seems to work: the dataseries[0] changes every minute but the dataseries[1] and all the others are kept with the 30min bar closing values.

However, when I pass this dataseries onto an indicator, it takes the 30min closing values for all the bars and does not take account for the changes I thought the dataseries was suffering every minute.

Does it exist another way (maybe some other sort of dataseries) flexible enough to allow me to do this?

Thanks for your help, I know I am insisting too much on this issue.

/Juan Rivera

[NinjaTrader_Dierk]

Sorry, I don't follow. Please provide a simple as possible strategy (e.g. with Print() statements) to demonstrate what you are observing.

Also: What are the exact settings you apply on running the strategy?

[jriverac]

Hallo,

What I want is: I trade with 30min bars and I am waiting for an EMA to cross some level. Let´s say it is 10.00am, one bar just closed and the EMA didn´t cross that level but it was really close. I do not want to wait 30min only to discover that now the EMA is well above my level.

In order to enter long earlier, I want to check a "temporary" EMA every minute, using the closing of the 10.01, then the closing of 10.02, waiting for my Temporary EMA to cross...

I attach here the txt file of my dataseries. You will notice that dataseries[0] changes every minute and differs from Closes[1][0] but dataseries[1] and [2] are equal to CLoses[1][1] and [2].
However, the EMA of the dataseries does not change...

Hope you can help me out here...

[NinjaTrader_Dierk]

I explained to you in the other thread that
EMA(Closes[1],3)[0]=6820,6 EMA(dataseries,3)[0]=6794,1
NEVER will be identical, since OnBarUpdate() will not be called for CurrentBar < BarsRequired, thus your custom "dataseries" and Closes[1] won't match, since "dataseries" won't have any data point for CurrentBar < BarsRequired.

In case it's still not clear: please proceed as per my previous post and post a simple as possible (!) variation of your strategy (holding Print() statements) to demonstrate what you are observing. Posting a Print() output is not sufficient. Thanks

[jriverac]

Well, I clearly do not understand the concept of BarRequired.
I wonder... How many bars are required to calculate an EMA of 3 bars??

Anyway, I attach here my code.
I am going to give this BarsRequired concept some more thought...

Thank you Dierk for your patience with me...

Regards,
Juan Rivera

[NinjaTrader_JoshP]

Try running with CalculateOnBarClose = false.

[NinjaTrader_Dierk]

Not sure I fully understand what you are trying to demonstrate by the sample strategy but e.g. this line:
Print("EMA(Closes[1],3)[0]=" + EMA(Closes[1],3)[0].ToString("0.0") + " EMA(dataseries,3)[0]=" + EMA(secondarySeries, 3)[0].ToString("0.0"));

NEVER will print, since your "filling" logic for secondarySeries is not triggered for
a) CurrentBar < 840 (see your code)
b) CurrentBar < BarsRequired (NT logic).

I stringly recommend to make yourself familiar with the BarsRequired concept before proceeding: http://www.ninjatrader-support.com/H...Required1.html

Unfortunately there is not further info I could provide.