How to pass real-time value and recalculate the indicator ?

[Lyubomir Kratinov]

It's a very concrete question. How to read real-time (last value) indicator[0] value an use this value to redraw/recalculate the indicator from the beginning?
I've tried several methods like to call Custom Indicator and loading in State.DataLoaded / State.Historical but then OnBarUpdate much the bars, so I 'm not getting fixed value on real-time bar, but where the OnBarUpdate is. See the pic for more information. Thanks in advance.


​

[NinjaTrader_ChrisL]

Hello, thanks for writing in. The indicator would need to loop back on previous bars and re-calculate its plot. You can alternatively loop back to prior bars in your host indicator and pass new parameters to the indicator on each bar. You can loop through all the bars like this:

for(int i = CurrentBar; i > 0; i--)
{
    Print(Close[i]);
}​

[Lyubomir Kratinov]

Didn't knew I can fill Plots backwords... It works! Thanks. Here is it :

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

private ADX _adx;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "LoopBackTest";
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;

AddPlot(new Stroke(Brushes.Red, 3), PlotStyle.Line, "_loopValue");
}
else if (State == State.Configure)
{
}
else
if (State == State.Historical)
{
_adx = ADX(14);
}
}

double real_time_adx;
protected override void OnBarUpdate()
{
// doing hithing until we reach recent bar
if ( CurrentBar == Count-1)
{
//getting the value we need
real_time_adx = _adx[0];

// back loop to fill Plot with values
for(int i = CurrentBar; i>0; i--)
{
_loopValue[i] = High[i] + real_time_adx;

}

}
}

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

But, is it possible this method to reduce platform performance, it will redo all bars on every tick if I update OnTick or OnPriceChange?

[Lyubomir Kratinov]

I thing this way is better :

double real_time_adx;
[B]bool isFirstRun = true;[/B]
        protected override void OnBarUpdate()
        {
            // doing nothing until we reach recent bar
            if ( CurrentBar == Count-1 && isFirstRun )
            {
                //getting the value we need
                real_time_adx = _adx[0];

                // back loop to fill Plot with values
                for(int i = CurrentBar; i>0; i--)
                {
                    _loopValue[i] = High[i] + real_time_adx;

                }

[B]isFirstRun = false;[/B]

            }

            // then moving on OnBarUpdate - real-time
            if(State == State.Realtime)
                _loopValue[0] = High[0] + real_time_adx;


        }​

[NinjaTrader_ChrisL]

Hi, thanks for the follow up. There are many different ways of doing this. The way I showed might be the least efficient way of doing it, but you can always optimize the idea especially if the indicator needs to run OnEachTick.

[Lyubomir Kratinov]

Thanks Chris, yes I tried this method, and it works for a limited number of cases. Haven't got time yet, but I'll try to use a Dispatcher at the first run and first to get the value of external indicator at the recent bar, then normally to go over all bars. I hope this will be better, I'll post the result later