How to Add A New Instrument Series without the Expiry date?

[PaulMohn]

I'm trying to add a new instrument series with AddDataSeries()

I see on the example page we specify the expiration date as for example "ES 09-16"

protected override void OnStateChange()
{
   if (State == State.Configure)
   {
       // Add a 5 minute Bars object - BarsInProgress index = 1
       AddDataSeries(BarsPeriodType.Minute, 5);

       // Add a 100 tick Bars object for the ES 09-16 contract - BarsInProgress index = 2
       AddDataSeries("ES 09-16", BarsPeriodType.Tick, 100);
   }
} 

Is it possible to specify the Instrument symbol only for example "ES" instead of "ES 09-16"?

My purpose is to always get the latest expiry for the instrument by default, so I don't have to manually update the expiry every quarter/month/expiry. Thanks!

[NinjaTrader_ChrisL]

Hi Paul, thanks for writing in.

You will need to use the continuous contract (only if your data feed supports it, Kinetick supports continuous contracts but NinjaTrader Continuum does not). You can test your connection by pulling up ES ##-## on a chart or doing AddDataSeries("ES ##-##", BarsPeriodType.Tick, 100);

Kind regards,
-ChrisL

[PaulMohn]

Hello Chris and thanks for the direction. I'm getting this error

Time Category Message
24/03/2022 17:27:00 Default Error on requesting bars series: 'IB was unable to locate instrument. Please verify your symbol mapping is correct for instrument GC ##-## Nymex'

my shortened/relevant script

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

    private Series<double> RangeTop, RangeBottom, RangeTopRangeBottom;

    private Series<double> GCSeries;


  protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
      }        
      else if (State == State.Configure)
      {
        AddDataSeries("GC ##-##", BarsPeriodType.Day, 1);
      }
      else if (State == State.DataLoaded)
      {

        RangeTop = new Series<double>(this, MaximumBarsLookBack.Infinite);
        RangeBottom = new Series<double>(this, MaximumBarsLookBack.Infinite);
        RangeTopRangeBottom = new Series<double>(this, MaximumBarsLookBack.Infinite);


        GCSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
      }
    }


    protected override void OnBarUpdate()
    {

      RangeTop[0] = High[0];
      RangeBottom[0] = Low[0];
      RangeTopRangeBottom[0] = High[0] - Low[0];


      if (BarsInProgress == 1)
      {

        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);

      } 

As you can see I have 3 same instrument as the one on the chart (CL 1min) Series<double>
RangeTop, RangeBottom, RangeTopRangeBottom,
and one extra instrument (GC Daily) Series<double> GCSeries.

I basically need to display the value of

        GCSeries[0] = Highs[1][0]-Lows[1][0]; 

on the TopRight position with Draw.TextFixed on the chart.

I've added AddDataSeries("GC ##-##", BarsPeriodType.Day, 1); to the State.Configure scope,
and
GCSeries = new Series<double>(this, MaximumBarsLookBack.Infinite); to the State.DataLoaded scope.


I've used
if (BarsInProgress == 1)
{
}
to encapsulate the code, but i'm not sure 1 is the correct BarsInProgress for GCSeries[0]/GCSeries/private Series<double> GCSeries; .

How can I know for sure what the correct BarsInProgress is?

Currently I think the BarsInProgress are
BarsInProgress = 0 = the CL 1 min / Main Chart series
BarsInProgress = 1 = GC ##-## / Gold Continuous Daily (1 day) series

But since I have other same instrument series I'm wondering if it would instead be

BarsInProgress = 0 = the CL 1 min / Main Chart series
BarsInProgress = 1 = the CL 1 min RangeTop[0] = High[0];
BarsInProgress = 2 = the CL 1 min RangeBottom[0] = Low[0];
BarsInProgress = 3 = the CL 1 min RangeTopRangeBottom[0] = High[0] - Low[0];
BarsInProgress = 4 = GC ##-## / Gold Continuous Daily (1 day) series

Is the 1st or the 2nd set the right one? Or is it different? What simple way would you employ to check? Thanks!



Doc and Thread references
Adding multiple data-series & perform multiple operation on these

Working with Multiple DataSeries

Multi-Time Frame & Instruments

// Declare two Series objects
private Series<double> primarySeries;
private Series<double> secondarySeries;

protected override void OnStateChange()
{
    if (State == State.Configure)
  {
      // Adds a secondary bar object to the strategy.
      AddDataSeries(BarsPeriodType.Minute, 5);
  }
  else if (State == State.DataLoaded)
  {
      // Syncs a Series object to the primary bar object
      primarySeries = new Series<double>(this);

      /* Syncs another Series object to the secondary bar object.
       We use an arbitrary indicator overloaded with an ISeries<double> input to achieve the sync.
       The indicator can be any indicator. The Series<double> will be synced to whatever the
       BarsArray[] is provided.*/
      secondarySeries = new Series<double>(SMA(BarsArr ay[1], 50));

      // Stop-loss orders are placed 5 ticks below average entry price
      SetStopLoss(CalculationMode.Ticks, 5);

      // Profit target orders are placed 10 ticks above average entry price
      SetProfitTarget(CalculationMode.Ticks, 10);
  }
} 

AddDataSeries()

[PaulMohn]

Chris, I've tested with "GC 04-22" as

else if (State == State.Configure)
{
     AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
} 

and it removes the error.
But how to do it with the continuous or otherwise with IB connection?


I've also then tested with

BarsInProgress = 0 , returns an indexing error.

BarsInProgress = 1/2/3/4 works without error, but nothing is displayed on the TopRight corner of the chart.

Which BarsInProgress is the right one?
What process/checking practice can you advise to make sure I can verify what BarsInProgress to use for future uses? Thanks!

[NinjaTrader_ChrisL]

Hi Paul, Interactive Brokers does not support the continuous contract through the NinjaTrader connection. You will need to use the current contract in AddDataSeries.

The BarsInProgress goes in the order you call AddDataSeries. When BarsInProgress = 0 OnBarUpdate is being called for the primary series. When BarsInProgress = 1 OnBarUpdate is being called for the first series added with AddDataSeries and so on. The specific bar type can be printed through Print(BarsArray[BarsInProgress].BarsPeriod); To display the daily value do something similar to :

private double savedValue;
OnBarUpdate()
{
    if(BarsInProgress == 0)
    {
         //Draw savedValue to Text here
    }
    if(BarsInProgress == 1)
    {
        savedValue = Highs[1][0]-Lows[1][0];
    }
}

The linked series is not needed, but to link a Series<double> object to your secondary series:

//class level
private Series<double> _series;

//in OnStateChanged
else if(State == State.DataLoaded)
{
    _series = new Series<double>(BarsArray[1], MaximumBarsLookBack.Infinite); //will have a slot index for every bar of the secondary series.
}

[PaulMohn]

Hi Chris, thanks for the reply.

Interactive Brokers does not support the continuous contract through the NinjaTrader connection. You will need to use the current contract in AddDataSeries.

What alternative can you suggest to the continuous contract? It would be very tedious and human error prone having to manually update every expiry for many added series every quarter/month/expiry.

Isn't there something like a string function that can detect the current date and compare it to the contract next expiry and automatically assign the next expiry if the current date falls within the next expiry?

I mean something like

ExpiryFunction()
{
   if(DateTime.Now.ToString() > PreviousExpiry && DateTime.Now.ToString() < NextExpiry)
   {
      string instrumentExpiry = NextExpiry;
   }
}

else if (State == State.Configure)
{
   AddDataSeries("GC "+ExpiryFunction, BarsPeriodType.Day, 1);
} 

Or something better/simpler?

The BarsInProgress goes in the order you call AddDataSeries. When BarsInProgress = 0 OnBarUpdate is being called for the primary series. When BarsInProgress = 1 OnBarUpdate is being called for the first series added with AddDataSeries and so on. The specific bar type can be printed through Print(BarsArray[BarsInProgress].BarsPeriod); To display the daily value do something similar to

Ok thanks for the description. I have only one AddDataSeries (the GC one). So is the BarsInProgress = 1 the correct one for my AddDataSeries (GC series)?
I ask again because it is confusing to know with other "non AddDataSeries" series added, and there's no explanation/example of this case in the documentation. Thanks!

[NinjaTrader_ChrisL]

Hi Paul, thanks for your reply. There is instrument information available through the MasterInstrument class:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?getnextexpiry.htm

You would need to develop a database that will store the next contract to use in and use that contract in your calls to AddDataSeries.

The GC instrument is the BarsInProgress = 1 bar context. That can be tested with Print(BarsArray[1].Instrument);

Kind regards,
-ChrisL

[PaulMohn]

Hi Chris thanks for the reply.

Ok for the Database solution. Don't you already have some code I could adapt to the situation? It seems a feature that should be native to NT8 rather than the current harcoded only string expiry option. Thanks!

I've tested the following attached script but nothing displays in the TopRight chart corner (the indicator is loaded on a CL 05-22 1 min chart).
(i generated the template with the Indicator Wizard first then modified accordingly).

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", Data.BarsPeriodType.Day, 1, Data.MarketDataType.Last);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBar < 55) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        //DoX;
      }

      if (BarsInProgress == 1)
      {

        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);

      }
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

What's wrong with the script? Does it work on your end as is? Thanks!


I just tested removing the wizard auto-generated data. / Data.MarketDataType.Last etc. and it still return no display

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBar < 55) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        //DoX;
      }

      if (BarsInProgress == 1)
      {

        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);

      }
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

[NinjaTrader_ChrisL]

Hi Paul, I do not have any example of a dynamicly switching contract name in the AddDataSeries, it will need to be made custom. Script you are showing here should draw the text within
if (BarsInProgress == 0)
{
//DoX;
}

So that you can reference the visible bars on the chart.

Kind regards.
-ChrisL

[PaulMohn]

I just tested with the prints outside the barsInProgress = 1 Scope as

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBar < 55) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        //DoX;
      }

      if (BarsInProgress == 1)
      {

        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);

      }



        Print("GCSeries " + GCSeries + "Time[0] " + Time[0]);
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

but it only prints the label (not the value in Print("GCSeries " + GCSeries + "Time[0] " + Time[0]); )

GCSeries Time[0] 24/03/2022 21:47:00
GCSeries Time[0] 24/03/2022 21:48:00
GCSeries Time[0] 24/03/2022 21:49:00
GCSeries Time[0] 24/03/2022 21:50:00
GCSeries Time[0] 24/03/2022 21:51:00
GCSeries Time[0] 24/03/2022 21:52:00
GCSeries Time[0] 24/03/2022 21:53:00
GCSeries Time[0] 24/03/2022 21:54:00
GCSeries Time[0] 24/03/2022 21:55:00
GCSeries Time[0] 24/03/2022 21:56:00
GCSeries Time[0] 24/03/2022 21:57:00
GCSeries Time[0] 24/03/2022 21:58:00
GCSeries Time[0] 24/03/2022 21:59:00

[NinjaTrader_ChrisL]

Hi Paul, There is still no code within the BarsInProgress = 0 filter of this script. That is where all the drawing should go.

Kind regards.
-ChrisL

[PaulMohn]

Hi Paul, I do not have any example of a dynamicly switching contract name in the AddDataSeries, it will need to be made custom.

Please add a request feature, that should be native to NT8 and not custom/only for Kinetick subscribers considering the Multi-Brokers license owners. Thanks!

Script you are showing here should draw the text within

Why? it seems to contradict the BarsInProgress logic. Please explain thoroughly as the documentation is lacking in this regard.

I tested the following 2 scripts and it still doesn't display/print anything

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBars[0] < 55 || CurrentBars[1] < 55) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);
      }

      if (BarsInProgress == 1)
      {

//       GCSeries[0] = Highs[1][0]-Lows[1][0];

//       Print("GCSeries" + GCSeries);

//       Draw.TextFixed(
//         this,
//         "GCSeries",
//         "Test "+GCSeries.ToString(),
//         TextPosition.TopRight,
//         Brushes.White,
//         myFont,
//         Brushes.Transparent,
//         Brushes.Transparent,
//         0);

      }



        Print("GCSeries " + GCSeries + "Time[0] " + Time[0]);
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBars[0] < 55 || CurrentBars[1] < 55) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
//       GCSeries[0] = Highs[1][0]-Lows[1][0];

        Print("GCSeries" + GCSeries);

        Draw.TextFixed(
          this,
          "GCSeries",
          "Test "+GCSeries.ToString(),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);
      }

      if (BarsInProgress == 1)
      {

        GCSeries[0] = Highs[1][0]-Lows[1][0];

//       Print("GCSeries" + GCSeries);

//       Draw.TextFixed(
//         this,
//         "GCSeries",
//         "Test "+GCSeries.ToString(),
//         TextPosition.TopRight,
//         Brushes.White,
//         myFont,
//         Brushes.Transparent,
//         Brushes.Transparent,
//         0);

      }



        Print("GCSeries " + GCSeries + "Time[0] " + Time[0]);
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

[PaulMohn]

The solution to the 2nd problem

The following were needed

namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries; 

      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      } 

      else if (State == State.DataLoaded)
      {
        GCSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
      } 

    protected override void OnBarUpdate()
    {

      if (CurrentBars[0] < 55 || CurrentBars[1] < 4) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Draw.TextFixed(
          this,
          "GCSeries",
          "GC Daily High[0] - Low[0]: "+Instrument.MasterInstrument.RoundToTickSize(GCSeries[0] / TickSize),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);
      }
    } 

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Indicators
{
  public class DailyRanges : Indicator
  {
    private Series<double> GCSeries;

    protected override void OnStateChange()
    {
      if (State == State.SetDefaults)
      {
        Description                 = @"Enter the description for your new custom Indicator here.";
        Name                     = "DailyRanges";
        Calculate                 = Calculate.OnBarClose;
        IsOverlay                 = true;
        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;
      }
      else if (State == State.Configure)
      {
        AddDataSeries("GC 04-22", BarsPeriodType.Day, 1);
      }
      else if (State == State.DataLoaded)
      {
        GCSeries = new Series<double>(this, MaximumBarsLookBack.Infinite);
      }
    }

    protected override void OnBarUpdate()
    {

      if (CurrentBars[0] < 55 || CurrentBars[1] < 4) return;


      NinjaTrader.Gui.Tools.SimpleFont myFont = new NinjaTrader.Gui.Tools.SimpleFont("Courier New", 12) { Size = 12, Bold = true };

      if (BarsInProgress == 0)
      {
        GCSeries[0] = Highs[1][0]-Lows[1][0];

        Draw.TextFixed(
          this,
          "GCSeries",
          "GC Daily High[0] - Low[0]: "+Instrument.MasterInstrument.RoundToTickSize(GCSeries[0] / TickSize),
          TextPosition.TopRight,
          Brushes.White,
          myFont,
          Brushes.Transparent,
          Brushes.Transparent,
          0);
      }
    }
  }
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
  public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
  {
    private DailyRanges[] cacheDailyRanges;
    public DailyRanges DailyRanges()
    {
      return DailyRanges(Input);
    }

    public DailyRanges DailyRanges(ISeries<double> input)
    {
      if (cacheDailyRanges != null)
        for (int idx = 0; idx < cacheDailyRanges.Length; idx++)
          if (cacheDailyRanges[idx] != null && cacheDailyRanges[idx].EqualsInput(input))
            return cacheDailyRanges[idx];
      return CacheIndicator<DailyRanges>(new DailyRanges(), input, ref cacheDailyRanges);
    }
  }
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
  public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

namespace NinjaTrader.NinjaScript.Strategies
{
  public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
  {
    public Indicators.DailyRanges DailyRanges()
    {
      return indicator.DailyRanges(Input);
    }

    public Indicators.DailyRanges DailyRanges(ISeries<double> input )
    {
      return indicator.DailyRanges(input);
    }
  }
}

#endregion 

[NinjaTrader_ChrisL]

Hi Paul, I posted an example for you to reference. It will draw the range value of the CG to the top left of any chart. In the future please post a code file or use Pastebin to share code. The numerous code blocks make it difficult to read what your questions are.

Kind regards,
-ChrisL

[PaulMohn]

Hi Chris, thank you for your script.
It's not returning the correct value (please see screenshot)

How to get the correct value? Thanks!


Expiry method and here from Jim