Doing per bar operations on added data series

[silverm3170]

Hi,

I have a couple of questions. First, how do I do computations on added data series? For example, in this sample I'm adding the VIX and VIX9D indices as additional data types

OnStateChange()
{
if (State == State.SetDefaults)
{
...
AddPlot(Brushes.White, "VIX9DtoVIXDiff");
}
...
else if (State == State.Configure)
{
AddDataSeries("^VIX9D", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
AddDataSeries("^VIX", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
}

OnBarUpdate()
{
...
VIX9DtoVIXDiff[0] = current bar ^VIX9D minus current bar ^VIX
}

To keep things simple, assume the main instrument is also a daily bar. I understand and am familiar with BarsInProgress etc., just looking for the syntax for accessing the data for the added series. Should it be simply using Closes[1][0] and Closes[2][0], or do I need something more elaborate like using BarsArray[] in some form or another?

Second question, how do I add data series using the current BarsPeriodType, i.e. what is the syntax? For instance if I switch to an hourly chart I would want VIX and VIX9D to automatically be in the same format and not as daily types.

Thanks.

[NinjaTrader_ChrisL]

Hi silverm3170, thanks for posting.

Additional series can be accessed using the BarsInProgress context. When BarsInProgress = 0, OnBarUpdate is being called for the primary series, and when BarsInProgress = 1, OnBarUpdate is being called for the secondary series and so on. E.g.

OnBarUpdate()
{
if(BarsInProgress == 0)
{
Print("Daily " + Closes[0][0]);
}
if(BarsInProgress == 1)
{
Print("^VIX9D " + Closes[1][0]);
}
}

There are examples of using BarsPeriod in AddDataSeries here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?barsperiod.htm

Best regards,
-ChrisL

[silverm3170]

Thanks Chris. How can I add the data series using the same time bar type as the master instrument, e.g. if 5 minute, then 5 minute, if daily, then daily, etc. Is there a format of the call that does this implicitly, or must we always explicitly declare the bar type when adding series?

[silverm3170]

Found it, just AddDataSeries(instrument name);