Adding values for bars that don't have one

[swcooke]

I've used AddDataSeries() to add an additional instrument to my chart. If that additional instrument is missing a bar that the primary instrument has, how can I use the previous value of close? Here is my code:

        protected override void OnBarUpdate() 
        { 


            if (BarsInProgress == 0) 
            {

            } 
            else if (BarsInProgress == 1)  
            {
                 Value[0] = Close[0];
            }

        }

When the second bars object is missing a bar, I get a blank space in my indicator like this screenshot:

https://www.screencast.com/t/7UgzPUpMBMi

How can I check if there is not a value for the bar and if true, use Close[1]?

[NinjaTrader_JoshG]

Hello swcooke,
Thanks for your post.

What data series have you added?

Can I see your OnStateChange() method?

What data provider are you connected to?

[swcooke]

I am using IQFeed. I've added the following in State.Configure:

AddDataSeries("XLRE",BarsPeriodType.Minute,BarsPeriod.Value);

[ballboy11]

What you have to do is Record the BarsInProgress ==1 value and print that information in the BarsInProgress == 0; Your indicator primary is BarsInProgress ==0;

// Global variable
double dMyValue ;



if(BarsinProgress ==0)
Value[0] = dMyValue;

if(BarsInProgress == 1)
dMyValue = Value[0];

[swcooke]

Thanks ballboy11,

Unfortunately, I cannot see how this solves the issue in my screenshot however I went through to motions of creating a separate script (see attached) with your syntax in hopes it would shed some light on what seems to be a simple issue. Can you provide an example script I could import that does not show the blank space I showed in my screenshot?

This one uses your syntax and does not work:
ObaTest1.zip

[NinjaTrader_JoshG]

If you right-click inside your chart>>Reload all historical data does that fix the issue?
I believe this is a historical data issue and not a programming issue.

[swcooke]

No, it does not..

[NinjaTrader_JoshG]

I have tested on my end and also see a gap in historical data on the XLRE at that time and have reported the missing data. You can confirm this by comparing the time stamps on the surrounding bars. I do not believe you need to change your logic because this is not something that I would regularly expect to happen.

One thing you could do is use IsValidDataPoint() to check make sure there is valid data there before accessing it.

https://ninjatrader.com/support/helpGuides/nt8/en-us/?isvaliddatapoint.htm

[swcooke]

Absolutely. I have attached it. Here is a screenshot of what I am seeing on my side:

https://www.screencast.com/t/P150UWs2P6

ObaTest.zip