i cant figure out timespan

[tkaboris]

zacharydw00

Hi sorry i am out of blue, regarding your ict indicator, i am trying to setup a strategy but i cant figure out timespan and basically this line. Can you provide with an example that i can use in strategy? I am getting wrong arguments

NinjaTrader_ChelseaB
How do i reference TimeSpan in the strategy?

fvgIndicator = FVGICT(Close, true, FVGPeriodTypes.Minute, 5, 50, true, 1, 10, 0.01, true, FVGFillType.CLOSE_THROUGH, true, false,
true,TimeSpan(0, 03, 00, 0, 0),60,
true,System.TimeSpan(0, 03, 00, 0, 0),60,
true,System.TimeSpan(0, 03, 00, 0, 0),60,
Brushes.Maroon, Brushes.Maroon, Brushes.DarkGreen, Brushes.DarkGreen, Brushes.Blue, Brushes.RoyalBlue, 13, 20, true,
NinjaTrader.NinjaScript.DrawingTools.TextPosition. TopRight, new SimpleFont("Verdana", 12) { Bold = false, Italic = false },
Brushes.WhiteSmoke, Brushes.DimGray, Brushes.Blue, 50);

[NinjaTrader_ChelseaB]

Hello tkaboris,

I have moved your post to a new thread as this does not relate to referencing a ChartScale object outside of OnRender().

Use the new keyword to generate a new instance of a class.

new TimeSpan(2, 14, 18);

Below is a link to the microsoft documentation.

https://learn.microsoft.com/en-us/dotnet/api/system.timespan?view=netframework-4.8.1

[tkaboris]

Thank you
threre is this indicator in ecosystem

https://ninjatraderecosystem.com/user-app-share-download/fair-value-gap-ict-v0-0-3-0/

It has FVG Class

#region Class FVG
        public class FVG
        {
            public double upperPrice;
            public double lowerPrice;
            public double consequentEncroachmentPrice;
            public string tag;
            public FVGType type;
            public bool filled;
            public DateTime gapStartTime;
            public DateTime fillTime;


            public FVG(string tag, FVGType type, double lowerPrice, double uppperPrice, DateTime gapStartTime)
            {
                this.tag = tag;
                this.type = type;
                this.lowerPrice = lowerPrice;
                this.upperPrice = uppperPrice;
                this.consequentEncroachmentPrice = (this.lowerPrice + this.upperPrice) / 2.0;
                this.filled = false;
                this.gapStartTime = gapStartTime;
            }
        }
        #endregion​

in the onBarUpdate we add new fvg but it seems it doesnt store fvg in a collection. In my strrategy i need to find Last value and if I print
Print(fvgList.FindLast); it returns error.

FVG fvg = new FVG(tag, FVGType.S, Highs[iDataSeriesIdx][2], Lows[iDataSeriesIdx][0], Times[iDataSeriesIdx][2]);
Debug("Drawing Up FVG [" + fvg.gapStartTime + ", " + fvg.lowerPrice + ", " + fvg.upperPrice + "]");
// Print(fvg);
Draw.Rectangle(this, tag, false, fvg.gapStartTime, fvg.lowerPrice, future, fvg.upperPrice, UpBrush, UpAreaBrush, ActiveAreaOpacity, true);

if (DisplayCE) Draw.Line(this, tag + "_CE", false, fvg.gapStartTime, fvg.consequentEncroachmentPrice, future, fvg.consequentEncroachmentPrice, UpBrush, DashStyleHelper.Dash, 1);
fvgList.Add(fvg);​

I was wondering if someone can help to store fvg into a collection so later i can find Last occurence of fvg.upperPricec, or fvg.lowerPrice

[NinjaTrader_ChelseaB]

Hello tkaboris,

Where you have mentioned:
"In my strrategy i need to find Last value"

What Last value?

Do you mean the market data Last update (as in Last, Ask, Bid) from OnMarketData()?

https://ninjatrader.com/support/helpGuides/nt8/onmarketdata.htm

Do you have a list and you are trying to find the last added element?

myList[myList.Count - 1]

Where you have mentioned:
"Print(fvgList.FindLast); it returns error."

If you would like assistance with an error message, please provide the full error message (Ctrl + c to copy the error from the errors area in the NinjaScript Editor, Ctrl + v to paste the error into your post) or a screenshot.

[tkaboris]

I am sorry
For some reason now i have error that } must be there but it shouldnt
It seems like issue in indicator definition. I was hoping to use strategy builder to deine indicator values but its not finding in strategy builder. can you please help?

fvgIndicator = FVGICT(Close, true, FVGPeriodTypes.Minute, 5, 50, true, 1, 10, 0.01, true, FVGFillType.CLOSE_THROUGH, true, false,
false,new TimeSpan(2, 14, 18),60,
false,new TimeSpan(2, 14, 18),60,
false,new TimeSpan(2, 14, 18),60,
Brushes.Maroon, Brushes.Maroon, Brushes.DarkGreen, Brushes.DarkGreen, Brushes.Blue, Brushes.RoyalBlue, 13, 20, true,
NinjaTrader.NinjaScript.DrawingTools.TextPosition. TopRight, new SimpleFont("Verdana", 12) { Bold = false, Italic = false },
Brushes.WhiteSmoke, Brushes.DimGray, Brushes.Blue, 50);

[NinjaTrader_ChelseaB]

Hello tkaboris,

If you compile are there error messages?

Check every opening and closing curly brace has a matching opposing curly brace. (Place the cursor on the outside of the curly brace and the opposing curly brace will be highlighted)

Indicators cannot be opened in the Strategy Builder. Only strategies created with the Strategy Builder can be opened in the Strategy Builder.

[tkaboris]

it compiles ok but still producing that error and because of it I cant properly access indicator values. if i comment out fvgIndicator in dataloaded it is fine after that.

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class FairValueGapStrategy : Strategy
    {
        private FVGICT fvgIndicator;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "FairValueGapStrategy";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 1;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
//                AddDataSeries("ES 09-23", Data.BarsPeriodType.Minute, 5, Data.MarketDataType.Last);
            }
             else if (State == State.DataLoaded)
            {  
                fvgIndicator = FVGICT(Close, true, FVGPeriodTypes.Minute, 5, 50, true, 1, 10, 0.01, true,
                                FVGFillType.CLOSE_THROUGH, true, false,
                                false,new TimeSpan(2, 14, 18),60,
                                false,new TimeSpan(2, 14, 18),60,
                                false,new TimeSpan(2, 14, 18),60,
                                Brushes.Maroon, Brushes.Maroon, Brushes.DarkGreen, Brushes.DarkGreen, Brushes.Blue, Brushes.RoyalBlue, 13, 20, true,
                                NinjaTrader.NinjaScript.DrawingTools.TextPosition.TopRight, new SimpleFont("Verdana", 12) { Bold = false, Italic = false },
                                Brushes.WhiteSmoke, Brushes.DimGray, Brushes.Blue, 50);​
            }
        }

        protected override void OnBarUpdate()
        {
            if(CurrentBar < 10)
                return;
//            Print(FVGList.f);
//            if (fvgIndicator != null && fvgIndicator.FVGList.Count > 0)
//            {

//            }
        }
    }
}

​

[NinjaTrader_ChelseaB]

Hello tkaboris,

If the script compiles and there are no error messages, the syntax highlighting may be stale. Restart NinjaTrader.

Regarding the indicator values, this would not be related if the script is compiled.

Are you certain the indicator has a public property you are accessing? In the getter for this collection is Update() called?

https://ninjatrader.com/support/helpGuides/nt8/update.htm

Are you certain the object is not null?

[tkaboris]

HI, there was a mistake in declaration int instead of double. I changed to double and error goes away.
I have made List public in indicator
public List<FVG> fvgList = new List<FVG>();

when i try to print this line i get error. I am trying to access last or before last lowerPrice and upperPrice

Print(fvgIndicator.FVGList.FindLast.lowerPrice);

[NinjaTrader_ChelseaB]

Hello tkaboris,

The error is stating that FindLast() is a method. Used with parenthesis. If this is <List>.FindLast() there will not be a lowerPrice property.
List.FindLast() uses a delegate to find the last element that matches a condition.

Below is a link to the microsoft documentation.

https://learn.microsoft.com/en-us/dotnet/api/system.collections.generic.list-1.findlast?view=netframework-4.8.1

What is last?

Do you mean marketDataUpdate.Last?

What is lowerPrice? Is this double? This wouldn't be returned by FindLast().
Do you want fvgIndicator.lowerPrice?

[tkaboris]

In inidicator we have this logic. I want to access
fvg.lowerPrice
fvg.upperPrice from the strategy and i dont know how to

FVG fvg = new FVG(tag, FVGType.S, Highs[iDataSeriesIdx][2], Lows[iDataSeriesIdx][0], Times[iDataSeriesIdx][2]);
Debug("Drawing Up FVG [" + fvg.gapStartTime + ", " + fvg.lowerPrice + ", " + fvg.upperPrice + "]");

Draw.Rectangle(this, tag, false, fvg.gapStartTime, fvg.lowerPrice, future, fvg.upperPrice, UpBrush, UpAreaBrush, ActiveAreaOpacity, true);

if (DisplayCE) Draw.Line(this, tag + "_CE", false, fvg.gapStartTime, fvg.consequentEncroachmentPrice, future, fvg.consequentEncroachmentPrice, UpBrush, DashStyleHelper.Dash, 1);
fvgList.Add(fvg);

[NinjaTrader_ChelseaB]

Hello tkaboris,

What is lowerPrice?

Is this a plot series added with AddPlot()?
Is this an integer or double?
Is this a method?

Further, you have not confirmed, is .Update() being called in the getter of non-series properties?

To confirm, is this an indicator you created your self that you are calling?

If not, have you asked the developer or vendor that distributes this software for instructions on how to use their script?

[tkaboris]

I am lost..
I dont think that indicator has AddPlots series for that..
I didnt develop this indicator it was someone else, i tried reaching to developer of that indicator no response yet.

[NinjaTrader_ChelseaB]

Hello tkaboris,

How do you know there is a lowerPrice property?

Are you looking at the definition for it in the code of that indicator?

How is this property declared?

[tkaboris]

yes the lowerPrice i can see inside indicator code, as noted in post3.
Code to link also provided there