Adding custom calc values to each price level of a bar

[gyilaoliver]

Hi,

i would like to add custom calculation to each price level inside a given bar.
For example, i use a 4 range NQ bar, with the high of 19875 and the low of 19874. I want to add custom calculated values for this bar at price level 19875, 19874.75, 19874.5, 19874.25, 19874.
I convert the price value to integer, so i can have an integer index :

pr = Convert.ToInt32(GetLastAsk(0)*100);

My idea was to create a 2 dimensional array like

calc[0][pr] = x;

where 0 would be the current candle index, and pr the price level for the current candle. I wanted to do it this way so i can easily check the price value of any past candle.

My problem is in defining the array. If i define it as a Series<double> it would search for secondary data series and i don't use secondary data series.

private Series<double> calc



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

;

How can i define my array?

Thanks for your help

[gyilaoliver]

Hi,

i would like to add custom calculation to each price level inside a given bar.
For example, i use a 4 range NQ bar, with the high of 19875 and the low of 19874. I want to add custom calculated values for this bar at price level 19875, 19874.75, 19874.5, 19874.25, 19874.
I convert the price value to integer, so i can have an integer index :

pr = Convert.ToInt32(GetLastAsk(0)*100);

My idea was to create a 2 dimensional array like

calc[0][pr] = x;

where 0 would be the current candle index, and pr the price level for the current candle. I wanted to do it this way so i can easily check the price value of any past candle.

My problem is in defining the array. If i define it as a Series<double> it would search for secondary data series and i don't use secondary data series.

private Series<double> calc



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

;

How can i define my array?

Thanks for your help

[NinjaTrader_Jesse]

Hello gyilaoliver,

You could use an array with a series, Series<T> is a generic meaning any type can be used not just double.

calc = new Series<YourArrayTypeHere>(this, MaximumBarsLookBack.Infinite);

Then for each OnBarUpdate event you would have to assign the array to the series:

calc[0] = new YourArrayTypeHere;

Then you can use it like you suggested:

calc[0][index] = a value;

[gyilaoliver]

Hi Jesse,

thanks for you reply.
I made this code, however it gives me error code CS0828 : No best type found for implicitly-typed array.

I saw somewhere in the forum that i have to initialize the array like this :

calc[0] = new []{0,1,2,3, ...};

but given that i want to add values to price levels, those numbers are way over 10000...

namespace NinjaTrader.NinjaScript.Indicators
{
public class MyCustomIndicator : Indicator
{
private Series<int[]> calc;
private int pr;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Indicator here.";
Name = "MyCustomIndicator";
Calculate = Calculate.OnEachTick;
IsOverlay = false;
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)
{
}
else if ( State == State.DataLoaded)
{
calc = new Series<int[]>(this, MaximumBarsLookBack.Infinite);

}
}
protected override void OnBarUpdate()
{
if (CurrentBar < 4)
return;

if ( IsFirstTickOfBar )
calc[0] = new []{};

pr = (Convert.ToInt32(GetCurrentAsk(0)))*100;

calc[0][pr] = 3;

}
}
}

[NinjaTrader_Jesse]

Hello gyilaoliver,

You likely will want to just use a dictionary for this type of use so you don't have to have an array with the size spanning to the index vvalues you wanted.

private Series<Dictionary<int,double>> calc;
​
calc = new Series<Dictionary<int, double>>(this, MaximumBarsLookBack.Infinite);
​

 protected override void OnBarUpdate()
 {
     calc[0] = new Dictionary<int, double>();
     int key = 1000;
     if (calc[0].ContainsKey(key))
     {
         calc[0][key] = Close[0];
     }
     else
     {
         calc[0].Add(key, Close[0]);
     }
 }

That will let you use any int as a key and get a value from the dictionary based on the key.

[gyilaoliver]

Thank you Jesse.
Didi as you advised.
Here is the code :

protected override void OnBarUpdate()
{
if (CurrentBar < 4)
return;

calc[0] = new Dictionary<int, double>();

pr = Convert.ToInt32(GetCurrentAsk(0) * 100);

if (calc[0].ContainsKey(pr))
        {
             calc[0][pr] = Close[0];
             Print("Added ok");
        }
   else
       {
              calc[0].Add(pr, Close[0]);
              Print("Added new");
        }

//  next I want to check a value from the previous bar

if (IsFirstTickOfBar)
  {
       int prx = Convert.ToInt32(High[1]-3*TickSize)*100;
       Print("Prx found");
       double dd = calc[1][prx];
       Print("Last bar val 3 ticks below high = "+dd);

   }
}

The code works perfectly, until I want to check a value of the previous bar. The code runs until it prints "Prx found", then i get error
"Error on calling "OnBarUpdate" method on bar 4 : Object reference not set to an instance of the object

I also tried the following :

if ( IsFirstTickOfBar ) calc[0] = new Dictionary<int, double>();

and his :

if (IsFirstTickOfBar && CurrentBar > 6)
{
int prx = Convert.ToInt32(High[1]-3*TickSize)*100;
Print("Prx found");

if (calc[0].ContainsKey(prx))   double dd = calc[1][prx];
               else calc[1].Add(prx, Close[0]);

Print("Last bar val 3 ticks below high = "+dd);

}

Also tried to work with calc[CurrentBar] instead of calc[0], but it seems that no matter what i do, the calc dictioary doesn''t exist anymore on the previous bar.

What am I doing wrong? sorry for bothering with so many stupid questions, but i really want to learn to work properly.

Thanks

[eDanny]

I am not analyzing your code but after a quick look...
Try getting rid of this:
if (CurrentBar < 4)
return;

and just use your:
if (IsFirstTickOfBar && CurrentBar > 6)