ISeries Methods

[Zeos6]

Hi,

Are any methods available for manipulating Price /Time/Volume series? More specifically,can a binary search be performed on them? Please advise. Thank you.

[NinjaTrader_Jesse]

Hello,

Thank you for the post.

Regarding a binary search, this is not something NinjaTrader specifically has but is likely possible to create using NinjaScript. C# List objects have a binary search method which could be used on a custom set of data: https://msdn.microsoft.com/en-us/lib...v=vs.110).aspx



I look forward to being of further assistance.

[Zeos6]

Thanks Jesse,

I am aware that NinjaScript does not implement Binary Search. The question really becomes whether it is possible to cast the ISeries objects that NinjaScript implements to a list or an array so that we can perform a Binary Search on them. Can you please let me know if there is a way to convert a NinjaScript ISeries to a list or an array?

[NinjaTrader_Jesse]

Hello,

There is not a direct conversion method to List from Series but you could certainly populate a list with data from a series while a script is running. One idea would be using OnBarUpdate to populate the list with close values for each closed bar.

As series works differently than a List any use of List would need to be custom coded for your use. A series uses BarsAgo where a List would use an Index location which is the reverse of BarsAgo. You would likely need to either populate a list for each bar closed or write your own loop to iterate over a series and form the list as needed.

I look forward to being of further assistance.

[Zeos6]

Thanks for the info Jesse. In fact that is exactly what I ended up doing but I thought I'd check just in case there was something already implemented.

I think that it would be a good idea if NT could provide a mechanism for converting an ISeries to an ordered List or an array. Just a thought. Thanks for your input.