Using ATR and OrderFlowVWAP indicator same time

[Rudmax]

A Strategy with two indicators, one lives inside Custom.dll and the other inside Vendor.dll (Same namespace and Class Name)

extern alias custom;
using System;
using System.Diagnostics;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript.Indicators;

namespace NinjaTrader.NinjaScript.Strategies
{
    public class StrategyTest : Strategy
    {
        private OrderFlowVWAP vwap;
        private custom::NinjaTrader.NinjaScript.Indicators.ATR atr;

        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Name = "StrategyTest";
            }
            else if (State == State.DataLoaded)
            {
                atr = new custom::NinjaTrader.NinjaScript.Indicators.ATR()
                {
                    Period = 14
                };
                vwap = OrderFlowVWAP(VWAPResolution.Standard, Bars.TradingHours, VWAPStandardDeviations.Three, 1, 2, 3);

                AddChartIndicator(vwap);
                AddChartIndicator(atr);
            }
       }
   }
}

Only OrderFlowVWAP is loaded, the ATR still loading...

The code is correct?

Thanks

[Tradeer]

Hi Rudmax,

replace private custom::NinjaTrader.NinjaScript.Indicators.ATR atr; with

private ATR atr;

and

instead of

atr = new custom::NinjaTrader.NinjaScript.Indicators.ATR() { Period = 14 };
write in your (State == State.DataLoaded)

atr = ATR(14);

then it should work.

hopefully I've helped you.

regards Tradeer

[Rudmax]

Hi Rudmax,

replace private custom::NinjaTrader.NinjaScript.Indicators.ATR atr; with

private ATR atr;

and

instead of

atr = new custom::NinjaTrader.NinjaScript.Indicators.ATR() { Period = 14 };
write in your (State == State.DataLoaded)

atr = ATR(14);

then it should work.

hopefully I've helped you.

regards Tradeer

Nops, ATR reside on Strategy Class at Custom.dll not in Strategy class at Vendor.dll wich has also a Strategy class... In this example, I extend Strategy at Vendor.dll. There are no ATR method at there.

[NinjaTrader_ChrisL]

Hi Rudmax, thanks for your question.

The only thing that is needed to access code from a dll is a reference to the DLL from Right click>References in the NinjaScript editor. To use an OrderFlow+ indicator within a script, you must add a 1 tick series to the script because the OrderFlow scripts also add a 1 tick series. e.g., in State.Configure:

AddDataSeries(BarsPeriodType.Tick, 1);

Please let me know if I can assist any further.

[Rudmax]

Hi Rudmax, thanks for your question.

The only thing that is needed to access code from a dll is a reference to the DLL from Right click>References in the NinjaScript editor. To use an OrderFlow+ indicator within a script, you must add a 1 tick series to the script because the OrderFlow scripts also add a 1 tick series. e.g., in State.Configure:

AddDataSeries(BarsPeriodType.Tick, 1);

Please let me know if I can assist any further.

Thank you, It works on NinjaScript Editor, I was trying at Visual Studio...

I will figure out how to using ATR and OrderFlowVWAP at Visual Studio sice Strategy exists in both Custom.dll and Vendor.dll

ATR resides in Custom and OrderFlowVWAP is in Vendor.dll

[NinjaTrader_ChelseaB]

Hello Rudmax,

Attached is an example exported script that calls both the ATR and the OrderFlowVWAP indicators and compiles in NinjaTrader without issue. Any messages in Visual Studio can be ignored.