Passing DataSeries as Input to an Indicator

[Harry]

I have a question regarding the correct implementation of passing internal Series<double> values to an indicator.

This is what I want to do:

(a) use a Series<double> to store values calculated in OnBarUpdate()
(b) apply an indicator - for example the EMA or SMA - to that data series
(c) pass the result to an IDataSeries object

Please find attached a simple indicator which seems to work. But is it correctly coded? Would you be so kind and look at lines 52 - 58, where SMA and EMA are applied to the private Series<double> "trueRange", the result then being passed to an ISeries<double>?

 trueRange =  new Series<double>(this, period < 125 ? MaximumBarsLookBack.TwoHundredFiftySix : MaximumBarsLookBack.Infinite);
if(calcMode    == thisATRCalcMode.Arithmetic)
    averageTrueRange = SMA(trueRange, period);
else if(calcMode == thisATRCalcMode.Exponential)
    averageTrueRange = EMA(trueRange, period);
else
    averageTrueRange = EMA(trueRange, 2*period - 1);

Thank you for your help.

[NinjaTrader_ChelseaB]

Hello Harry,

The issue comes down to the series not being ready when the indicator is initalized causing an 'A hosted indicator tried to load additional data' error.

I'm not thinking an ISeries should be used as this is for the system data series vs a custom data series.

I will do some testing with this and ask some questions and I will let you know what I find.

[Harry]

Hello Chelsea,

I have deleted my last post, because further tests have not shown any problems with the code. I think it is probably working the way it is coded. Please let me know your opinion.

[NinjaTrader_PatrickH]

Hello Harry,

Thank you for your patience.

You are using the ISeries in the proper context.

Please let me know if you have any questions.