Data series dummy value for non valid data points is confusing [FYI]

[MojoJojo]

Hi,

during coding of an indicator I've noticed that a data series will return the value of the last bar where data has been set even if it was long ago, if there is no data at this index of the data series.
Later I found out that I should have checked isValidDataPointAt
https://ninjatrader.com/support/help...atapointat.htm

Just voicing my opinion that it would be much more intuitive to return null or 0 instead of repeating the previous value.

Here is an example without isValidDataPointAt, relevant line is in OnBarUpdate:

    public class VolumeThreshold : Indicator
    {
        private MIN minVol;
        private MAX maxVol;
        private Series<int> signalSeries;
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Volume Threshold";
                Name                                        = "VolumeThreshold";
                Calculate                                    = Calculate.OnBarClose;
                IsOverlay                                    = true;
                DisplayInDataBox                            = false;
                DrawOnPricePanel                            = true;
                DrawHorizontalGridLines                        = true;
                DrawVerticalGridLines                        = true;
                PaintPriceMarkers                            = false;
                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;
                BarsRequiredToPlot        = 2;
                AddPlot(new Stroke(Brushes.Yellow, 2), PlotStyle.Dot, "VolHighPlot");
                AddPlot(new Stroke(Brushes.Cyan, 2), PlotStyle.Dot, "VolLowPlot");
            }
            else if (State == State.Configure)
            {
            }
            else if(State == State.DataLoaded)
            {
                minVol = MIN(Volume, 20);
                maxVol = MAX(Volume, 20);
                signalSeries = new Series<int>(this, MaximumBarsLookBack.TwoHundredFiftySix);
            }
        }

        protected override void OnBarUpdate()
        {
            if(CurrentBar < BarsRequiredToPlog) {
                return;
            }
            signalSeries[0] = 0; //initializing, otherwise keeps repeating old value


            double thresholdMax = maxVol[0] * 0.8;
            double thresholdMin = minVol[0] * 1.2;

            if(Volume[0] >= thresholdMax) {
                signalSeries[0] = 1;
            }

            if(Volume[0] <= thresholdMin) {
                signalSeries[0] = -1;
            }
            if(signalSeries[0] == 1 && signalSeries[1] == 1) {
                Values[0][0] = High[0] + 5 * TickSize;
            }

            if(signalSeries[0] == -1 && signalSeries[1] == -1) {
                Values[1][0] = Low[0] - 5 * TickSize;
            }
        }
    }

[NinjaTrader_Jesse]

Hello MojoJojo,

Thank you for the post.

I can see how that could be confusing, this is only lightly touched on in the help guide. In the series documentation there is a small note about the placeholder value you see:

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

Checking for Valid Values
It is possible that you may use a Series<T> object but decide not to set a value for a specific bar. However, you should not try to access a Series<T>value that has not been set. Internally, a dummy value does exists, but you want to check to see if it was a valid value that you set before trying to access it for use in your calculations. Please see IsValidDataPoint() more information.

Setting 0 as you have would be the best option here to make sure something is plotted for each bar as a default. That needs to happen if you don't want to use IsValidDataPoint or want to make something that does not consistently plot a value on every bar such as a signal.


I look forward to being of further assistance.

[MojoJojo]

Hi Jesse,

thanks for the information and your advice. The documentation is good when it comes accessing non valid data points and initializing values is easy enough.

Have a good weekend.