Custom Series Initialization

[Gianpiero]

Hi!

I have declared these two series:

        private Series<bool> WeakLow;
        private Series<bool> WeakHigh;​

then I instantiate them as follows:

    protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description    = @"";

                [ ... ]
            }
            else if (State == State.Configure)
            {
            }
            else if (State == State.DataLoaded)
            {                
                WeakLow  = new Series<bool>(this);
                WeakHigh = new Series<bool>(this);
            }
        }​

I want to initialize them to false at start up. I will try to do that with a for loop over ChartBars.

Are there any other more efficient methods?

[QuantKey_Bruce]

They're not over ChartBars, they're over BarsArray[0] (e.g. Bars). The difference is ChartBars could cover additional data series including whatever the user has put on the chart.

You shouldn't be trying to initialize their elements until CurrentBars[0] (e.g. CurrentBar if BarsInProgress is 0) is at least that element.

One approach would be to make the first line in OnBarUpdate something like this:

if (BarsInProgress == 0 && CurrentBar >= 0 && IsFirstTickOfBar) { WeakLow[0] = false; WeakHigh[0] = false; }

This would have the effect of having each element of those two series start off each bar being set to false, rather than starting off each bar being unset.

[NinjaTrader_BrandonH]

Hello GianPiero,

Thanks for your post.

QuantKey_Bruce has provided some great information regarding this topic.

The custom Series variables would be over the BarsArray[0] (primary data series) you are running the script on and you could make sure that CurrentBar or CurrentBars[0] is greater than or equal to 0 and check IsFirstTickOfBar is true and set your custom Series variables to false.

See the help guide documentation below for more information.

Series<T>: https://ninjatrader.com/support/help...t8/seriest.htm
CurrentBar: https://ninjatrader.com/support/help...currentbar.htm
IsFirstTickOfBar: https://ninjatrader.com/support/help...ttickofbar.htm