Math seems correct, but Plot is off

[Mabba]

I have a couple rate of change indicators that I am working on and it seems like it would be simple, but I am obviously missing something. The 'slope' indicator is in purple on a 100 SMA, that seems to be working fine. I have the same 100 SMA settings being used in the 'SlopeAccel' indicator that I am working on below. The math seems super simple, I just want the difference in the slope from the previous bar to this bar. But the plot shows that I am clearly in the wrong somewhere.

namespace NinjaTrader.NinjaScript.Indicators
{
    public class SlopeAccel : Indicator
    {


        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Rate of change.";
                Name                                        = "SlopeAccel";
                Calculate                                    = Calculate.OnPriceChange;
                IsOverlay                                    = false;
                DisplayInDataBox                            = true;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = true;
                ScaleJustification                            = NinjaTrader.Gui.Chart.ScaleJustification.Right;
                //Disable this property if your indicator requires custom values that cumulate with each new market data event. 
                //See Help Guide for additional information.
                IsSuspendedWhileInactive                    = true;
                Period                    = 100;
                AddPlot(new Stroke(Brushes.Orange, 2), PlotStyle.Bar, "Accel");
                AddLine(Brushes.DeepSkyBlue, 1, "Strength");
            }
            else if (State == State.DataLoaded)
            {

            }
        }

        protected override void OnBarUpdate()
        {
        if(CurrentBar < 2) return;

            slp[0] = 1000 * Slope(SMA(Period),10,0);

            Accel[0] = slp[0] - slp[1];
        }

        #region Properties
        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="Period", Order=1, GroupName="Parameters")]
        public int Period
        { get; set; }

        [Browsable(false)]
        [XmlIgnore]
        public Series<double> Accel
        {
            get { return Values[0]; }
        }
        [Browsable(false)]
        [XmlIgnore()]
        public Series<double> slp
        {
            get { return Values[0]; }
        }

        #endregion

    }

[NinjaTrader_Jesse]

Hello Mabba,

Thank you for the post.

The math you are doing is taking the current plot value minus the previous:

 Accel[0] = slp[0] - slp[1];

One potential problem I see is that you used the same Plot for both properties:

 
    [Browsable(false)]
[XmlIgnore()]
public Series<double> [B]Accel[/B]
{
    get { return [B]Values[0];[/B] }
}
[Browsable(false)]
[XmlIgnore()]
public Series<double> [B]slp[/B]
{
    get { return [B]Values[0];[/B] }
}

These both return the same plot so they contain the same values. I believe in this case you would need to add a second plot for what you are asking.

The slp plot contains the calculated values from the indicator:

 slp[0] = 1000 * Slope(SMA(Period),10,0);

And the second plot would contain your difference:

Accel[0] = slp[0] - slp[1];

But because these currently represent the same plot that just re writes its value which is then used as the next slp[1] instead of the actual value.



Try making the following change:

[B]AddPlot(new Stroke(Brushes.Transparent, 2), PlotStyle.Bar, "slp");[/B]
AddPlot(new Stroke(Brushes.Orange, 2), PlotStyle.Bar, "Accel"); // this is now the second plot

[Browsable(false)]
[XmlIgnore]
public Series<double> Accel
{
   get { return [B]Values[1];[/B] } // this now references the second plot
}

You would need to remove the indicator from where you applied it and re apply it after this change.



I look forward to being of further assistance.