AddDataSeries() with OnMarketData()

[imalil]

I am building multi time frame scripts, I have done it with "normal" values, level 1 values, without too much difficulty. But I have some values that I can only get using OnMarketData(). When I try to make a multi time frame script using values from OnMarketData() it doesn't work. I don't get errors, but my values are wrong. I've been reading the support material but I can't find a similar example.

Is there an example of AddDataSeries() with OnMarketData() on your site that you can link me so I can learn how it's done? It's easiest for me to learn if I can see an indicator and emulate it.

Thank you.

[NinjaTrader_ChelseaB]

Hello imalil,

With OnMarketData(), this is no longer ties to bars in OnBarUpdate(), so BarsInProgress is no longer involved. Instead, All series added with the same Instrument will update OnMarketData() with that instrument.

Compare the Instrument to the BarsArray series Instrument if you want to know if a bars series has it's instrument updating in OnMarketData().

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
Print(marketDataUpdate.ToString());
if (marketDataUpdate.Instrument == BarsArray[0].Instrument)
{
Print("Instrument of market data update is same as primary");
}
}