Need help with 2 instruments in indicator

[suroot]

Hi,

I want to plot the percentual difference between two instruments. I was going to use ROC indicator as a "template".

My pseudo code something like this

Value[0] = (EURUSD[0] - inputPeriod) / inputPeriod) * 100;
Value[1] = ((EURCAD[1] - inputPeriod) / inputPeriod) * 100;
Diff[0] = Value[0] - Value[1]

Plot = Diff[0]

My first question is; how and where do I declare the instruments? Is there an indicator already that could accomplish above (I'm obviously not good at coding indicators)?

Many thanks in advance!

br,
Chris

[NinjaTrader_PaulH]

Hello suroot,

Thanks for your post.

To add instruments to your code you would use AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm

As you would be creating a multi-series indicator, you would need to review the contents of: https://ninjatrader.com/support/help...nstruments.htm

You may want to review the NT8 indicator SpreadOscillator as it sounds similar to what you want to do and/or may provide a starting means for your indicator: https://ninjatrader.com/support/foru...hp?&linkid=687

[suroot]

Thanks Paul!

Do you manage to spot my error in the below code/logic?

			else if (State == State.Configure)
			{
					AddDataSeries(FirstInstrument, Data.BarsPeriodType.Minute, BarsPeriod.Value, Data.MarketDataType.Last);
					AddDataSeries(SecondInstrument, Data.BarsPeriodType.Minute, BarsPeriod.Value, Data.MarketDataType.Last);
			}
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBars[0] < BarsRequiredToPlot || CurrentBars[1] < BarsRequiredToPlot || CurrentBars[2] < BarsRequiredToPlot) 
				return;
				double inputPeriod	= Input[Math.Min(CurrentBar, Period)];
			
				double FirstValue = ((Closes[1][0] - inputPeriod) / inputPeriod) * 100;
				double SecondValue = ((Closes[2][0] - inputPeriod) / inputPeriod) * 100;
				Spread[0] = FirstValue - SecondValue;
                }

Thanks!

br,
Chris

[NinjaTrader_PaulH]

Hello suroot,

Thanks for your reply.

If you are not getting the expected values or are experiencing errors, I recommend you use print statements in your code to resolve what data is being used or how far the code gets before an error occurs. This type debugging will help you to isolate to the line(s) causing whatever issues there are and then isolate further.