Add today's value and yesterday's value and create a plot

[chrille]

My scripting skills are limited so I need a little assistance. The code below produces an error referring to to the last line, "Cannot apply indexing with [] to an expression of type 'double'".

			double kjmvp	= 1-(Close[0]-Low[5])/(High[5]-Low[5]);
			double mjvmp	= 1-(Close[0]-Low[22])/(High[22]-Low[22]);
			double lt		= (Close[0]-Low[200])/(High[200]-Low[200]);
			double REEI	= (kjmvp+mjvmp+lt)/3;
						
			E2EIplot[0] = (REEI[0]*0.6)+(REEI[1]*0.4);

A short description of what I want to do is that I want to create a plot with the result of REEI from today and yesterday.

Any advice would be deeply appreciated.

[NinjaTrader_PatrickH]

Hello chrille,

Thank you for your post.

The REEI double will instead need to be a Series<double> in order to call prior values stored on each bar.

For information on Series<T> types please visit the following link: http://ninjatrader.com/support/helpG...us/seriest.htm

Please let me know if you have any questions.

[chrille]

Hi Patrick,

Thanks! I added a Series<double> and it now compiles, but it's not drawing a plot, so something isn't quite right but I cant really find what and where.

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Indicators in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Indicators
{
	public class E2EI : Indicator
	{
		private Series<double> 	REEI;
	
		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"E2 Edge Index";
				Name										= "E2EI";
				Calculate									= Calculate.OnBarClose;
				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;
				AddPlot(Brushes.Orange, "E2EIplot");
				AddLine(new Stroke(Brushes.Green, DashStyleHelper.Dot, 1), 0.8, "Upper");
				AddLine(new Stroke(Brushes.Gray, DashStyleHelper.Dot, 1), 0.5, "Middle");
				AddLine(new Stroke(Brushes.Crimson, DashStyleHelper.Dot, 1), 0.3, "Lower");
							
			
			}
			else if (State == State.Configure)
			{
				REEI		= new Series<double>(this);
			}
		}

		protected override void OnBarUpdate()
		{
			
			double smr	= 1-(Close[0]-Low[5])/(High[5]-Low[5]);
			double imr	= 1-(Close[0]-Low[22])/(High[22]-Low[22]);
			double lt	= (Close[0]-Low[200])/(High[200]-Low[200]);
			REEI[0]		= (smr+imr+lt)/3;
						
			E2EIplot[0] = (REEI[0]*0.6)+(REEI[1]*0.4);
		}

		#region Properties

		[Browsable(false)]
		[XmlIgnore]
		public Series<double> E2EIplot
		{
			get { return Values[0]; }
		}
		#endregion

	}
}

#region NinjaScript generated code. Neither change nor remove.

namespace NinjaTrader.NinjaScript.Indicators
{
	public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase
	{
		private E2EI[] cacheE2EI;
		public E2EI E2EI()
		{
			return E2EI(Input);
		}

		public E2EI E2EI(ISeries<double> input)
		{
			if (cacheE2EI != null)
				for (int idx = 0; idx < cacheE2EI.Length; idx++)
					if (cacheE2EI[idx] != null &&  cacheE2EI[idx].EqualsInput(input))
						return cacheE2EI[idx];
			return CacheIndicator<E2EI>(new E2EI(), input, ref cacheE2EI);
		}
	}
}

namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns
{
	public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase
	{
		public Indicators.E2EI E2EI()
		{
			return indicator.E2EI(Input);
		}

		public Indicators.E2EI E2EI(ISeries<double> input )
		{
			return indicator.E2EI(input);
		}
	}
}

namespace NinjaTrader.NinjaScript.Strategies
{
	public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase
	{
		public Indicators.E2EI E2EI()
		{
			return indicator.E2EI(Input);
		}

		public Indicators.E2EI E2EI(ISeries<double> input )
		{
			return indicator.E2EI(input);
		}
	}
}

#endregion

[chrille]

Got some help and solved the problem, added if (CurrentBar < 200) return; to OnBarUpdate.

But now there's another problem, with the logic. It should be a value between 0 and 1.

[NinjaTrader_PatrickH]

Hello chrille,

Thank you for your response.

So the "E2EIplot" is producing values other than 0 and 1? How are you ensuring the 0 or 1 is produced from your calculation?

I look forward to your response.

[chrille]

I'm checking my calculations and research. I've made a mistake somewhere, just need to find it.

[chrille]

Got it working. A friendly developer that I met on another forum pointed out that in order to find the value for example the highest of 5 days/lowest of 5 days, I needed to use HighestBar(High, 5); / LowestBar(Low, 5). With that information and the Ninja script language reference I got my calculations right.

One thing left though that is not working; I want the Market Analyzer to display the current value of the E2EIplot[0] put it only says 0...

[NinjaTrader_PatrickH]

Hello chrille,

Thank you for your response.

If this an indicator we could test on our end?

If so, please send to platformsupport[at]ninjatrader[dot]com with 'ATTN: Patrick H' in the subject line and a reference to this thread in the body of the email.

You can export your indicator by going to Tools > Export > NinjaScript Add On > Add > select your indicator > OK > Export > name the file 'NTsupport' > Save.

The file will be located under Documents\NinjaTrader 8\bin\Custom\ExportNinjaScript. Please attach the file to your email.

I look forward to assisting you further.

[chrille]

Patrick,

I have e-mailed the indicator as requested.

Thanks!