Bars is null when using custom indicator inside custom strategy.

[nicthe]

I am attempting to format my code so that I can use my custom indicators inside strategies. When I do this, some variables are null.

Indicator:

namespace NinjaTrader.NinjaScript.Indicators.Nic
{
public class IntradayLevels : Indicator
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Nic Intraday Levels";
Name = "Intraday Levels";
Calculate = Calculate.OnBarClose;
IsOverlay = true;
DisplayInDataBox = true;
DrawOnPricePanel = true;
}
else if (State == State.Configure)
{
}
}

protected override void OnBarUpdate()
{
base.OnBarUpdate();

if (Bars == null)
return;
Print("Have Bars");
}


}
}

namespace NinjaTrader.NinjaScript.Indicators
{
public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
{
IntradayLevels[] _IntradayLevels;

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

namespace NinjaTrader.NinjaScript.Strategies
{
public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
{
IntradayLevels[] _IntradayLevels;
public IntradayLevels GetIntradayLevels()
{
return indicator.GetIntradayLevels(Input);
}
}
}​

Strategy :

namespace NinjaTrader.NinjaScript.Strategies.Nic
{
public class IntradayLevelsStrat : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "Nic IntradayLevelsStrat";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 1;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtd;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 2;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
Levels = GetIntradayLevels();
}
else if (State == State.DataLoaded)
{
AddChartIndicator(Levels);
}
}
}
}

My Questions:

1. Why is Indicator.Bars null when I load the strategy?
2. Do I need to include the boilerplate "Get Indicator" caching code? Can I just new() an instance?
3. What variables are available and not available ?
4. Is there another way to get the bars property?

[bltdavid]

public class IntradayLevels : Indicator
{
[snip]
protected override void OnBarUpdate()
{
base.OnBarUpdate();
}
}

Calling base.OnBarUpdate is not only not necessary,
but it is arguably wrong -- it is a callback -- specifically
designed to be overridden and customized for each
indicator.

I mean, not a single callback in any factory supplied
indicator calls its base method, so why are you
calling it here?

Just my 2˘.

[WaleeTheRobot]

Here is my approach. I create a new instance, add my data bars to it and then call the AddChartIndicator function.

https://github.com/WaleeTheRobot/order-flow-bot/blob/c8b24dc8599c42212c5b805630c46e5abb038930/AddOns/OrderFlowBot/OrderFlowBot.cs#L304

[nicthe]

> Calling base.OnBarUpdate is not only not necessary, but it is arguably wrong -- it is a callback

This is best practice of c#. We need to make sure abstractions handle events. The habit of picking and choosing which idioms to choose will lead to errors. That said, it did not cause my issue.

> Here is my approach. I create a new instance, add my data bars to it and then call the AddChartIndicator function

Yes. I ended up with this as well. In my Indicator I added an Init method where I pass in the strategy base and delayed initialization until after data is loaded where I switched between the two NinjaBase variables.

[bltdavid]

> Calling base.OnBarUpdate is not only not necessary, but it is arguably wrong -- it is a callback

This is best practice of c#.

I don't think it is considered best practice
when using the NinjaScript C# framework.
I'm pointing out that it's 100% useless and
wastes time.

That said, I agree it's not the cause of your
problem.

[NinjaTrader_ChelseaB]

Hello nicthe,

This would be unexpected.

May I test an export of your script?

To export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript Add-on...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter the script name in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...nt8/export.htm

[WaleeTheRobot]

Hello WaleeTheRobot,

This would be unexpected.

May I test an export of your script?

To export a NinjaTrader 8 NinjaScript so this can be shared and imported by the recipient do the following:

1. Click Tools -> Export -> NinjaScript Add-on...
2. Click the 'add' link -> check the box(es) for the script(s) and reference(s) you want to include
3. Click the 'Export' button
4. Enter the script name in the value for 'File name:'
5. Choose a save location -> click Save
6. Click OK to clear the export location message

By default your exported file will be in the following location:

• (My) Documents/NinjaTrader 8/bin/Custom/ExportNinjaScript/<export_file_name.zip>

Below is a link to the help guide on Exporting NinjaScripts.
http://ninjatrader.com/support/helpG...nt8/export.htm

I think you meant nicthe.

[NinjaTrader_ChelseaB]

WaleeTheRobot,

My bad. Thanks! :-)