Accessing values of multiple manually added Data Series

[drmartell]

If I have a chart with two manually added Data Series, and I apply an indicator to the first Data Series; how can additionally obtain values from the second Series for calculation purposes?

[NinjaTrader_Jim]

Hello drmartell,

Thanks for writing in.

NinjaScripts have no way of knowing how many data series have been added to a chart when that indicator is applied to that chart. You can manually set the indicator to point to the other data series, but the NinjaScript cannot know this on its own.

If you would like to use multiple data series for calculations in an indicator, you will have to add the data series from code.

You can use AddDataSeries() to accomplish this.

There is a sample strategy on our forums that outlines how to use multiple data series which may be of use to you:

http://ninjatrader.com/support/forum/showthread.php?t=6652

I will also copy links to the relevant documentation it uses.

• AddDataSeries()
• BarsInProgress
• BarsArray

Please also take the time to read the documentation on creating NinjaScripts for Multi-Time Frame & Instruments: http://ninjatrader.com/support/helpG...nstruments.htm

If you have any additional questions please don't hesitate to ask.

[drmartell]

Thank you, is there any way to add a Data Series as a user selected parameter?

[JerryWar]

If your adding a second or third data series to a chart you can add the same data series for calculation purposes inside the indicator as Ninja_Jim indicated. If you only need them on the chart for calculation purposes inside your indicator, you don't need to add them to the chart only in the indicator.

[NinjaTrader_Jim]

Hello drmartell,

As DataSeries are added in State.Configure, this is not advised. You can, however, add all of the data series you need and you can add parameters that disable processes for certain overloads by adding a return condition for the data series you do not want to use.

For example, for every additional data series that you add in State.Configure, you can use a bool to tell if that instrument is listed as a parameter. Please consider a private bool UseAdditionalESDataSeries in the example below.

protected override void OnStateChange()
{
	if (State == State.SetDefaults)
	{
		...
		
		Instrument1					= @"ES 06-17";
	}
	else if (State == State.Configure)
	{
		AddDataSeries("ES 06-17", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Last);
	}
	else if (State == State.DataLoaded)
	{
		if( Instrument1 != "ES 06-17")
			UseAdditionalESDataSeries = false;		
	}
}

protected override void OnBarUpdate()
{
	if ((UseAdditionalESDataSeries == false) && (BarsInProgress == 1))
		return;
	//Add your custom strategy logic here.
}

You can use the following reference sample for adding user defined input parameters to your NinjaScript: http://ninjatrader.com/support/forum...ead.php?t=5782

Please let me know if you have any additional questions.

[drmartell]

Thank you,

I ended up approaching it like this:

			else if (State == State.Configure)
			{
				try { AddDataSeries(SecondaryInstrument, MyBarsPeriodType, MyBarsPeriodValue); }
				catch { System.Windows.Forms.MessageBox.Show("Unable to load secondary Data Series"); }
			}
			else if (State == State.DataLoaded)
			{
				if (MyBarsPeriodType != BarsPeriod.BarsPeriodType || MyBarsPeriodValue != BarsPeriod.Value)
					System.Windows.Forms.MessageBox.Show("Secondary Data Series type and period must match Primary Series");
			}

I still would prefer to be able to default the values of the secondary series to match the Input series. However, it appears the indicator does not have access to that information even though it is accessible from the Indicator Properties dialog.

[drmartell]

Ok actually, this is closer to what I wanted and is working:

			else if (State == State.Configure)
			{
				try { AddDataSeries(SecondaryInstrument, Bars.BarsPeriod.BarsPeriodType, Bars.BarsPeriod.Value); }
				catch { System.Windows.Forms.MessageBox.Show("Unable to load secondary Data Series"); }
			}

I.e. the Input series type and period are inherited.